+77.8%
ECL vs CRL
+86.4%
-8.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.5% | -2.4% |
| 7D | -0.8% | -6.1% | +5.3% | -0.3% |
| 30D | +8.1% | +12.4% | -4.3% | +6.5% |
| 3M | +6.4% | +27.1% | -20.8% | +3.4% |
| 6M | +14.8% | +85.7% | -71.0% | +7.0% |
| YTD | +15.5% | +69.2% | -53.7% | +8.2% |
| 1Y | +20.1% | +97.5% | -77.4% | +10.7% |
| 3Y | +77.8% | +86.1% | -8.3% | +61.4% |
| All | +77.8% | +86.4% | -8.7% | +61.4% |
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