+38.9%
ECL vs CAPR
+172.3%
-133.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +1.6% |
| 7D | +2.9% | +5.9% | -3.0% | +2.8% |
| 30D | +7.5% | +44.6% | -37.1% | +7.5% |
| 3M | +12.2% | +126.4% | -114.1% | +12.2% |
| 6M | +24.6% | -68.6% | +93.1% | +24.5% |
| YTD | +18.8% | -67.0% | +85.7% | +18.7% |
| 1Y | +19.3% | +65.2% | -45.8% | +18.8% |
| 3Y | +78.2% | +235.6% | -157.4% | +63.7% |
| All | +38.9% | +172.3% | -133.4% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling