+2,009.5%
ECL vs CRL
+1,379.5%
+630.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -2.6% | -1.0% | -1.6% | -2.4% |
| 30D | -2.2% | +10.7% | -12.8% | -4.6% |
| 3M | +10.1% | +55.3% | -45.2% | -1.3% |
| 6M | -5.7% | +60.7% | -66.4% | -17.0% |
| YTD | +7.0% | +44.6% | -37.7% | -3.9% |
| 1Y | +2.7% | +77.7% | -75.1% | -12.7% |
| 3Y | +57.7% | +37.6% | +20.1% | +35.5% |
| 5Y | +31.1% | -35.8% | +67.0% | +33.5% |
| 10Y | +150.9% | +241.7% | -90.9% | +65.2% |
| All | +2,009.5% | +1,379.5% | +630.0% | +977.4% |
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