-37.8%
CCI vs ECL
+40.6%
-78.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.7% |
| 7D | +0.9% | -0.5% | +1.5% | +1.2% |
| 30D | +10.3% | +8.8% | +1.4% | +6.4% |
| 3M | +17.9% | +7.8% | +10.0% | +14.0% |
| 6M | -0.5% | +21.3% | -21.8% | -8.8% |
| YTD | +2.7% | +17.8% | -15.1% | -4.9% |
| 1Y | +3.1% | +21.1% | -17.9% | -5.8% |
| 3Y | +8.0% | +80.1% | -72.1% | -19.5% |
| 5Y | -37.8% | +40.5% | -78.3% | -51.2% |
| All | -37.8% | +40.6% | -78.4% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling