+58.2%
ECL vs CRL
+38.0%
+20.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -2.6% | -1.0% | -1.6% | -2.5% |
| 30D | -2.2% | +10.7% | -12.8% | -3.3% |
| 3M | +10.1% | +55.3% | -45.2% | +4.6% |
| 6M | -5.7% | +60.7% | -66.4% | -11.1% |
| YTD | +7.0% | +44.6% | -37.7% | +1.9% |
| 1Y | +2.7% | +77.7% | -75.1% | -4.7% |
| All | +58.2% | +38.0% | +20.2% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling