+1,117.9%
CCJ vs ECL
+5,728.4%
-4,610.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | -17.2% | +8.6% | -25.8% | -20.6% |
| 3M | -25.1% | +7.9% | -33.0% | -28.0% |
| 6M | -37.6% | +21.0% | -58.6% | -43.5% |
| YTD | -20.4% | +17.5% | -37.9% | -26.8% |
| 1Y | -22.5% | +19.7% | -42.2% | -29.5% |
| 3Y | +72.5% | +77.4% | -5.0% | +25.9% |
| 5Y | +179.9% | +38.7% | +141.2% | +127.8% |
| 10Y | +772.6% | +193.5% | +579.1% | +364.4% |
| All | +1,117.9% | +5,728.4% | -4,610.6% | +211.7% |
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