+200.9%
ECL vs CRL
+356.6%
-155.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -2.3% | +5.0% | -7.3% | -3.6% |
| 30D | +8.3% | +13.5% | -5.2% | +4.1% |
| 3M | +8.4% | +21.5% | -13.1% | +2.1% |
| 6M | +23.3% | +103.4% | -80.2% | +0.3% |
| YTD | +18.2% | +71.8% | -53.6% | -0.5% |
| 1Y | +18.8% | +97.5% | -78.8% | -4.1% |
| 3Y | +78.5% | +99.2% | -20.8% | +32.7% |
| 5Y | +40.1% | -12.1% | +52.2% | +36.3% |
| All | +200.9% | +356.6% | -155.7% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling