+196.8%
ECL vs CP
+253.8%
-57.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.9% |
| 7D | -0.8% | +2.8% | -3.5% | -2.0% |
| 30D | +8.1% | +10.2% | -2.1% | +3.1% |
| 3M | +6.4% | +2.4% | +4.0% | +4.9% |
| 6M | +14.8% | +7.7% | +7.1% | +10.3% |
| YTD | +15.5% | +26.0% | -10.5% | +2.3% |
| 1Y | +20.1% | +34.6% | -14.5% | +2.9% |
| 3Y | +77.8% | +26.7% | +51.1% | +51.7% |
| 5Y | +37.9% | +24.9% | +13.0% | +16.5% |
| All | +196.8% | +253.8% | -57.0% | +53.0% |
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