-41.0%
CCL vs ECL
+153.2%
-194.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -0.1% | -0.8% | +0.6% | +0.6% |
| 30D | -20.0% | -2.5% | -17.5% | -18.1% |
| 3M | -13.7% | +8.3% | -22.0% | -20.2% |
| 6M | -9.0% | -1.1% | -7.9% | -7.5% |
| YTD | -22.8% | +6.5% | -29.3% | -26.9% |
| 1Y | -25.3% | +2.1% | -27.4% | -26.6% |
| 3Y | +54.1% | +57.6% | -3.5% | -4.1% |
| 5Y | +3.5% | +28.1% | -24.6% | -21.0% |
| 10Y | -41.0% | +153.2% | -194.3% | -66.9% |
| All | -41.0% | +153.2% | -194.2% | -66.9% |
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