+41.7%
ECCC vs SPY
+94.8%
-53.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +2.7% | +2.0% | +0.7% | +2.5% |
| 6M | +4.8% | +13.0% | -8.3% | +3.1% |
| YTD | +4.7% | +13.5% | -8.8% | +3.1% |
| 1Y | +13.4% | +20.0% | -6.6% | +10.7% |
| 3Y | +39.6% | +77.2% | -37.6% | +27.7% |
| 5Y | +36.6% | +81.9% | -45.3% | +21.7% |
| All | +41.7% | +94.8% | -53.1% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling