+153.5%
ECL vs CAPR
-75.3%
+228.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | -2.6% | -2.0% | -0.6% | -2.6% |
| 30D | -2.2% | +139.2% | -141.4% | -2.9% |
| 3M | +10.1% | -66.4% | +76.5% | +10.4% |
| 6M | -5.7% | -63.1% | +57.4% | -5.6% |
| YTD | +7.0% | -67.4% | +74.4% | +7.2% |
| 1Y | +2.7% | +58.2% | -55.6% | -0.2% |
| 3Y | +57.7% | +42.2% | +15.5% | +50.3% |
| 5Y | +31.1% | +87.3% | -56.1% | +23.3% |
| All | +153.5% | -75.3% | +228.8% | +130.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling