+19.3%
ECL vs CP
+31.6%
-12.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +2.9% | +2.1% | +0.7% | +1.9% |
| 30D | +7.5% | +9.3% | -1.8% | +3.5% |
| 3M | +12.2% | +0.5% | +11.8% | +11.8% |
| 6M | +24.6% | +10.4% | +14.1% | +18.8% |
| YTD | +18.8% | +28.7% | -9.9% | +7.3% |
| 1Y | +19.3% | +33.2% | -13.8% | +6.6% |
| All | +19.3% | +31.6% | -12.2% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling