+77.4%
ECL vs CP
+31.7%
+45.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | +8.6% | +11.0% | -2.5% | +5.4% |
| 3M | +7.9% | +3.8% | +4.0% | +6.6% |
| 6M | +21.0% | +9.5% | +11.5% | +17.8% |
| YTD | +17.5% | +28.2% | -10.7% | +9.9% |
| 1Y | +19.7% | +33.0% | -13.3% | +10.9% |
| 3Y | +77.4% | +35.5% | +41.9% | +63.7% |
| All | +77.4% | +31.7% | +45.7% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling