+42.9%
ECCC vs SPY
+93.7%
-50.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.1% | +0.5% | -0.4% | +0.1% |
| 30D | +1.5% | -0.9% | +2.4% | +1.6% |
| 3M | +5.5% | +3.9% | +1.6% | +5.0% |
| 6M | +9.0% | +14.5% | -5.5% | +7.2% |
| YTD | +5.7% | +12.9% | -7.2% | +4.0% |
| 1Y | +14.7% | +19.4% | -4.7% | +12.0% |
| 3Y | +41.2% | +78.5% | -37.2% | +29.0% |
| 5Y | +37.1% | +81.8% | -44.6% | +22.4% |
| All | +42.9% | +93.7% | -50.8% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling