+1,091.6%
CCJ vs ECL
+5,626.6%
-4,534.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.2% |
| 7D | -7.3% | -0.8% | -6.5% | -7.1% |
| 30D | -20.0% | +8.1% | -28.1% | -23.1% |
| 3M | -23.8% | +6.4% | -30.2% | -26.3% |
| 6M | -42.4% | +14.8% | -57.1% | -46.5% |
| YTD | -22.1% | +15.5% | -37.5% | -27.8% |
| 1Y | -20.8% | +20.1% | -40.9% | -28.1% |
| 3Y | +75.7% | +77.8% | -2.0% | +28.1% |
| 5Y | +167.4% | +37.9% | +129.6% | +118.1% |
| 10Y | +826.3% | +202.7% | +623.7% | +385.1% |
| All | +1,091.6% | +5,626.6% | -4,534.9% | +207.4% |
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