-9.9%
CCI vs ECL
+58.2%
-68.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.2% | -0.8% | +0.9% | +0.4% |
| 30D | +0.5% | -2.5% | +3.0% | +1.4% |
| 3M | -16.3% | +8.3% | -24.6% | -18.9% |
| 6M | -13.9% | -1.1% | -12.9% | -13.7% |
| YTD | -12.4% | +6.5% | -18.9% | -14.8% |
| 1Y | -15.2% | +2.1% | -17.3% | -16.2% |
| 3Y | -9.9% | +57.6% | -67.5% | -30.5% |
| All | -9.9% | +58.2% | -68.1% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling