+753.7%
CCJ vs ECL
+197.5%
+556.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.2% |
| 7D | -0.8% | +2.9% | -3.7% | -2.0% |
| 30D | -13.2% | +7.5% | -20.7% | -16.0% |
| 3M | -27.6% | +12.2% | -39.9% | -31.3% |
| 6M | -38.7% | +24.6% | -63.3% | -44.7% |
| YTD | -22.7% | +18.8% | -41.5% | -28.7% |
| 1Y | -17.6% | +19.3% | -36.9% | -24.2% |
| 3Y | +62.7% | +78.2% | -15.5% | +20.7% |
| 5Y | +159.7% | +38.8% | +120.9% | +112.3% |
| All | +753.7% | +197.5% | +556.1% | +340.4% |
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