+157.0%
CCJ vs ECL
+37.7%
+119.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -20.0% | +8.1% | -28.1% | -22.8% |
| 3M | -23.8% | +6.4% | -30.2% | -26.0% |
| 6M | -42.4% | +14.8% | -57.1% | -46.1% |
| YTD | -22.1% | +15.5% | -37.5% | -27.4% |
| 1Y | -20.8% | +20.1% | -40.9% | -27.5% |
| 3Y | +75.7% | +77.8% | -2.0% | +24.9% |
| All | +157.0% | +37.7% | +119.3% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling