+19.9%
ECL vs CAPR
+64.2%
-44.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.4% | -7.4% | +2.1% |
| 7D | -0.5% | +36.0% | -36.6% | -0.4% |
| 30D | +8.8% | +25.8% | -17.0% | +9.0% |
| 3M | +7.8% | +140.8% | -133.0% | +8.6% |
| 6M | +21.3% | -67.6% | +88.9% | +21.0% |
| YTD | +17.8% | -65.9% | +83.7% | +17.6% |
| All | +19.9% | +64.2% | -44.2% | +22.9% |
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