-33.8%
CCL vs ECL
+192.9%
-226.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.2% | -3.3% |
| 7D | -0.3% | -0.5% | +0.1% | +0.2% |
| 30D | +10.3% | +6.6% | +3.8% | +3.9% |
| 3M | +6.6% | +9.6% | -3.0% | -2.6% |
| 6M | +20.0% | +21.6% | -1.6% | -0.8% |
| YTD | -1.9% | +16.9% | -18.8% | -15.1% |
| 1Y | +10.4% | +17.9% | -7.4% | -5.2% |
| 3Y | +134.8% | +76.5% | +58.3% | +30.6% |
| 5Y | +34.0% | +36.6% | -2.6% | -3.3% |
| All | -33.8% | +192.9% | -226.7% | -65.0% |
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