+153.2%
ECL vs CRL
+241.6%
-88.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -2.5% | +5.0% | -7.4% | -3.8% |
| 3M | +8.3% | +50.6% | -42.3% | -3.4% |
| 6M | -1.1% | +60.9% | -62.0% | -14.3% |
| YTD | +6.5% | +40.7% | -34.2% | -4.8% |
| 1Y | +2.1% | +73.3% | -71.2% | -14.6% |
| 3Y | +57.6% | +40.6% | +17.0% | +31.2% |
| 5Y | +28.1% | -37.0% | +65.0% | +38.4% |
| 10Y | +153.2% | +244.3% | -91.1% | +46.5% |
| All | +153.2% | +241.6% | -88.4% | +46.5% |
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