+46.3%
ECBK vs SPY
+100.1%
-53.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.1% | -0.4% | -1.8% | -2.0% |
| 30D | +2.8% | -1.4% | +4.2% | +3.4% |
| 3M | +8.7% | +3.7% | +5.0% | +7.2% |
| 6M | +20.0% | +13.0% | +7.0% | +14.6% |
| YTD | +18.6% | +12.4% | +6.2% | +13.4% |
| 1Y | +22.1% | +18.5% | +3.6% | +14.4% |
| 3Y | +74.7% | +77.6% | -2.9% | +41.2% |
| All | +46.3% | +100.1% | -53.8% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling