+760.7%
ECL vs CAPR
-99.1%
+859.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.3% | -1.7% |
| 7D | -0.8% | +41.1% | -41.8% | -0.9% |
| 30D | +8.1% | +11.1% | -3.0% | +8.0% |
| 3M | +6.4% | +115.3% | -109.0% | +5.9% |
| 6M | +14.8% | -73.8% | +88.6% | +15.0% |
| YTD | +15.5% | -68.8% | +84.3% | +15.6% |
| 1Y | +20.1% | +43.3% | -23.2% | +18.1% |
| 3Y | +77.8% | +214.7% | -136.9% | +72.0% |
| 5Y | +37.9% | +141.3% | -103.4% | +33.1% |
| 10Y | +202.7% | -67.0% | +269.7% | +186.0% |
| All | +760.7% | -99.1% | +859.8% | +715.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling