+895.8%
CCI vs ECL
+2,521.1%
-1,625.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -0.4% | -2.6% | +2.2% | +0.9% |
| 30D | +2.7% | -2.2% | +4.9% | +3.7% |
| 3M | -18.2% | +10.1% | -28.3% | -22.4% |
| 6M | -14.8% | -5.7% | -9.0% | -12.9% |
| YTD | -12.6% | +7.0% | -19.6% | -16.3% |
| 1Y | -16.7% | +2.7% | -19.4% | -18.8% |
| 3Y | -10.5% | +57.7% | -68.2% | -30.9% |
| 5Y | -51.4% | +31.1% | -82.6% | -59.8% |
| 10Y | +20.0% | +150.9% | -130.8% | -33.3% |
| All | +895.8% | +2,521.1% | -1,625.3% | +60.9% |
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