+197.7%
ECL vs CP
+261.0%
-63.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.0% |
| 7D | -0.5% | +2.8% | -3.3% | -1.8% |
| 30D | +8.8% | +11.3% | -2.5% | +3.3% |
| 3M | +7.8% | +2.9% | +5.0% | +6.2% |
| 6M | +21.3% | +9.8% | +11.5% | +15.5% |
| YTD | +17.8% | +28.5% | -10.7% | +3.4% |
| 1Y | +21.1% | +33.5% | -12.4% | +4.2% |
| 3Y | +80.1% | +31.9% | +48.1% | +50.5% |
| 5Y | +40.5% | +25.5% | +15.0% | +18.6% |
| 10Y | +197.7% | +257.6% | -59.8% | +51.5% |
| All | +197.7% | +261.0% | -63.2% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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