+75.7%
CCJ vs ECL
+78.2%
-2.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.7% |
| 7D | -7.3% | -0.8% | -6.5% | -7.2% |
| 30D | -20.0% | +8.1% | -28.1% | -21.3% |
| 3M | -23.8% | +6.4% | -30.2% | -24.9% |
| 6M | -42.4% | +14.8% | -57.1% | -44.1% |
| YTD | -22.1% | +15.5% | -37.5% | -24.3% |
| 1Y | -20.8% | +20.1% | -40.9% | -23.3% |
| 3Y | +75.7% | +77.8% | -2.0% | +69.0% |
| All | +75.7% | +78.2% | -2.4% | +69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling