+193.5%
ECL vs CP
+255.2%
-61.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +0.4% | +2.8% | -2.4% | -0.9% |
| 30D | +8.6% | +11.0% | -2.5% | +3.2% |
| 3M | +7.9% | +3.8% | +4.0% | +5.7% |
| 6M | +21.0% | +9.5% | +11.5% | +15.4% |
| YTD | +17.5% | +28.2% | -10.7% | +3.3% |
| 1Y | +19.7% | +33.0% | -13.3% | +3.2% |
| 3Y | +77.4% | +35.5% | +41.9% | +46.1% |
| 5Y | +38.7% | +25.8% | +12.9% | +16.9% |
| 10Y | +193.5% | +250.7% | -57.2% | +51.1% |
| All | +193.5% | +255.2% | -61.7% | +51.1% |
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