+22.5%
CCI vs ECL
+149.7%
-127.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | -0.3% | -2.7% | +2.5% | +1.0% |
| 30D | +2.1% | -4.3% | +6.4% | +4.0% |
| 3M | -17.8% | +3.2% | -21.1% | -19.2% |
| 6M | -14.2% | -2.9% | -11.3% | -13.6% |
| YTD | -13.3% | +4.3% | -17.6% | -15.6% |
| 1Y | -16.6% | +1.6% | -18.3% | -18.0% |
| 3Y | -10.8% | +54.3% | -65.1% | -28.5% |
| 5Y | -50.3% | +26.5% | -76.8% | -57.4% |
| 10Y | +22.5% | +155.6% | -133.1% | -22.1% |
| All | +22.5% | +149.7% | -127.2% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling