+409.7%
ECL vs CG
+351.2%
+58.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -2.6% | -4.3% | +1.7% | -1.4% |
| 30D | -2.2% | -5.1% | +2.9% | -0.9% |
| 3M | +10.1% | +8.7% | +1.4% | +7.1% |
| 6M | -5.7% | -9.2% | +3.5% | -3.9% |
| YTD | +7.0% | -18.9% | +25.8% | +11.8% |
| 1Y | +2.7% | -25.6% | +28.3% | +9.5% |
| 3Y | +57.7% | +57.3% | +0.4% | +27.1% |
| 5Y | +31.1% | +10.2% | +21.0% | +14.1% |
| 10Y | +150.9% | +364.2% | -213.3% | +43.2% |
| All | +409.7% | +351.2% | +58.5% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling