+58.2%
ECL vs CPB
-40.0%
+98.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.7% |
| 7D | -2.6% | -8.6% | +6.0% | -1.2% |
| 30D | -2.2% | -7.2% | +5.1% | -1.1% |
| 3M | +10.1% | +0.9% | +9.2% | +9.7% |
| 6M | -5.7% | -11.8% | +6.1% | -4.2% |
| YTD | +7.0% | -19.4% | +26.4% | +10.1% |
| 1Y | +2.7% | -30.4% | +33.0% | +7.9% |
| All | +58.2% | -40.0% | +98.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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