+1,583.6%
CCJ vs ECL
+5,204.9%
-3,621.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.7% | -2.6% | +3.3% | +2.0% |
| 30D | +6.9% | -2.2% | +9.0% | +8.0% |
| 3M | -11.6% | +10.1% | -21.8% | -16.0% |
| 6M | -16.2% | -5.7% | -10.5% | -14.0% |
| YTD | +10.1% | +7.0% | +3.2% | +6.1% |
| 1Y | +32.3% | +2.7% | +29.6% | +29.1% |
| 3Y | +171.3% | +57.7% | +113.6% | +110.0% |
| 5Y | +372.4% | +31.1% | +341.3% | +294.8% |
| 10Y | +1,070.0% | +150.9% | +919.2% | +574.2% |
| All | +1,583.6% | +5,204.9% | -3,621.3% | +351.7% |
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