+23.1%
ECL vs CRL
+85.3%
-62.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.3% | +10.7% | +3.9% |
| 7D | +7.7% | -12.8% | +20.5% | +8.8% |
| 30D | +13.7% | +5.0% | +8.7% | +12.7% |
| 3M | +11.6% | +39.4% | -27.8% | +7.5% |
| 6M | +23.9% | +89.4% | -65.4% | +16.1% |
| YTD | +21.0% | +63.6% | -42.6% | +14.9% |
| 1Y | +23.1% | +83.5% | -60.3% | +16.2% |
| All | +23.1% | +85.3% | -62.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling