+23.1%
ECL vs CAPR
+47.4%
-24.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -4.9% | +3.4% |
| 7D | +7.7% | +43.2% | -35.4% | +8.0% |
| 30D | +13.7% | +14.7% | -1.0% | +13.8% |
| 3M | +11.6% | +113.9% | -102.4% | +12.3% |
| 6M | +23.9% | -73.4% | +97.3% | +23.4% |
| YTD | +21.0% | -69.1% | +90.1% | +20.7% |
| 1Y | +23.1% | +47.2% | -24.1% | +26.3% |
| All | +23.1% | +47.4% | -24.3% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling