+40.1%
ECL vs CP
+25.9%
+14.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -0.7% | -1.6% | -2.0% |
| 30D | +8.3% | +9.6% | -1.3% | +4.2% |
| 3M | +8.4% | +2.2% | +6.2% | +7.3% |
| 6M | +23.3% | +11.1% | +12.2% | +17.7% |
| YTD | +18.2% | +28.2% | -10.0% | +6.2% |
| 1Y | +18.8% | +32.2% | -13.4% | +5.2% |
| 3Y | +78.5% | +35.5% | +43.0% | +49.6% |
| 5Y | +40.1% | +26.8% | +13.3% | +19.0% |
| All | +40.1% | +25.9% | +14.1% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling