+75.4%
ECL vs CAPR
+264.4%
-189.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -1.1% |
| 7D | -0.5% | +19.1% | -19.5% | -0.4% |
| 30D | +6.6% | +48.8% | -42.3% | +6.7% |
| 3M | +9.6% | +144.4% | -134.8% | +10.0% |
| 6M | +21.6% | -67.5% | +89.1% | +21.4% |
| YTD | +16.9% | -64.5% | +81.4% | +16.8% |
| 1Y | +17.9% | +74.4% | -56.6% | +19.1% |
| All | +75.4% | +264.4% | -189.0% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling