+2,177.2%
ECL vs CRL
+1,630.9%
+546.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.5% | -3.5% |
| 7D | -0.8% | -6.1% | +5.3% | +0.4% |
| 30D | +8.1% | +12.4% | -4.3% | +4.6% |
| 3M | +6.4% | +27.1% | -20.8% | -0.3% |
| 6M | +14.8% | +85.7% | -71.0% | -2.4% |
| YTD | +15.5% | +69.2% | -53.7% | -0.7% |
| 1Y | +20.1% | +97.5% | -77.4% | -0.7% |
| 3Y | +77.8% | +86.1% | -8.3% | +40.8% |
| 5Y | +37.9% | -10.0% | +47.9% | +28.6% |
| 10Y | +202.7% | +395.0% | -192.3% | +82.3% |
| All | +2,177.2% | +1,630.9% | +546.3% | +1,012.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling