+13,805.6%
ECL vs CP
+7,734.8%
+6,070.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -0.8% | +2.8% | -3.5% | -1.7% |
| 30D | +8.1% | +10.2% | -2.1% | +4.6% |
| 3M | +6.4% | +2.4% | +4.0% | +5.4% |
| 6M | +14.8% | +7.7% | +7.1% | +11.7% |
| YTD | +15.5% | +26.0% | -10.5% | +6.3% |
| 1Y | +20.1% | +34.6% | -14.5% | +8.1% |
| 3Y | +77.8% | +26.7% | +51.1% | +60.5% |
| 5Y | +37.9% | +24.9% | +13.0% | +24.5% |
| 10Y | +202.7% | +258.6% | -56.0% | +92.3% |
| All | +13,805.6% | +7,734.8% | +6,070.8% | +3,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling