+37.8%
ECL vs CPB
-31.3%
+69.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -0.8% | +8.0% | -8.7% | -2.1% |
| 30D | +8.1% | +22.4% | -14.3% | +4.3% |
| 3M | +6.4% | +2.5% | +3.8% | +5.6% |
| 6M | +14.8% | +12.2% | +2.5% | +11.9% |
| YTD | +15.5% | -12.8% | +28.3% | +17.3% |
| 1Y | +20.1% | -19.2% | +39.3% | +23.6% |
| 3Y | +77.8% | -35.6% | +113.3% | +88.2% |
| All | +37.8% | -31.3% | +69.1% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling