+12,781.7%
ECL vs CPB
+325.7%
+12,456.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.0% |
| 7D | -2.6% | -8.6% | +6.0% | -0.4% |
| 30D | -2.2% | -7.2% | +5.1% | -0.4% |
| 3M | +10.1% | +0.9% | +9.2% | +9.4% |
| 6M | -5.7% | -11.8% | +6.1% | -3.3% |
| YTD | +7.0% | -19.4% | +26.4% | +12.2% |
| 1Y | +2.7% | -30.4% | +33.0% | +11.7% |
| 3Y | +57.7% | -40.2% | +97.9% | +75.9% |
| 5Y | +31.1% | -39.5% | +70.6% | +44.1% |
| 10Y | +150.9% | -47.4% | +198.3% | +175.4% |
| All | +12,781.7% | +325.7% | +12,456.0% | +7,031.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling