+65.4%
CCI vs ECL
+196.0%
-130.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -3.4% | -2.3% | -1.1% | -2.4% |
| 30D | +9.9% | +8.3% | +1.7% | +6.1% |
| 3M | +22.7% | +8.4% | +14.2% | +18.2% |
| 6M | +0.8% | +23.3% | -22.4% | -8.6% |
| YTD | +4.1% | +18.2% | -14.1% | -4.1% |
| 1Y | -0.6% | +18.8% | -19.4% | -8.8% |
| 3Y | +9.4% | +78.5% | -69.0% | -17.8% |
| 5Y | -36.8% | +40.1% | -76.9% | -48.2% |
| 10Y | +65.4% | +196.5% | -131.0% | -1.4% |
| All | +65.4% | +196.0% | -130.6% | -1.4% |
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