+1,094.9%
CCI vs ECL
+2,764.6%
-1,669.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | -1.4% | -0.5% | -0.9% | -1.2% |
| 30D | +12.7% | +6.6% | +6.2% | +9.1% |
| 3M | +23.0% | +9.6% | +13.4% | +17.2% |
| 6M | +0.6% | +21.6% | -21.0% | -9.5% |
| YTD | +4.9% | +16.9% | -12.0% | -4.1% |
| 1Y | +0.7% | +17.9% | -17.2% | -8.4% |
| 3Y | +10.2% | +76.5% | -66.3% | -19.7% |
| 5Y | -36.4% | +36.6% | -73.1% | -48.4% |
| 10Y | +66.6% | +193.2% | -126.6% | -14.7% |
| All | +1,094.9% | +2,764.6% | -1,669.6% | +84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling