-28.5%
CCL vs ECL
+205.6%
-234.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.1% | +2.2% |
| 7D | +3.1% | -0.5% | +3.6% | +3.8% |
| 30D | +17.5% | +8.8% | +8.7% | +8.4% |
| 3M | +6.8% | +7.8% | -1.0% | -0.8% |
| 6M | +18.7% | +21.3% | -2.6% | -1.7% |
| YTD | +3.0% | +17.8% | -14.8% | -11.5% |
| 1Y | +17.7% | +21.1% | -3.4% | -1.6% |
| 3Y | +155.6% | +80.1% | +75.5% | +39.4% |
| 5Y | +30.2% | +40.5% | -10.3% | -8.7% |
| 10Y | -28.5% | +197.7% | -226.2% | -62.3% |
| All | -28.5% | +205.6% | -234.1% | -62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling