+32.0%
CCJ vs ECL
+2.6%
+29.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +5.9% | -0.8% | +6.7% | +6.1% |
| 30D | +4.7% | -2.5% | +7.2% | +5.3% |
| 3M | -3.3% | +8.3% | -11.6% | -5.0% |
| 6M | -7.0% | -1.1% | -5.9% | -9.6% |
| YTD | +11.5% | +6.5% | +4.9% | +12.8% |
| All | +32.0% | +2.6% | +29.4% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling