+22.8%
CCL vs ECL
+37.7%
-14.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +2.1% |
| 7D | +3.1% | -0.8% | +3.9% | +4.1% |
| 30D | +13.7% | +8.1% | +5.6% | +5.6% |
| 3M | +3.8% | +6.4% | -2.5% | -2.2% |
| 6M | +9.3% | +14.8% | -5.5% | -4.3% |
| YTD | -1.1% | +15.5% | -16.5% | -13.2% |
| 1Y | +14.6% | +20.1% | -5.6% | -3.2% |
| 3Y | +146.4% | +77.8% | +68.6% | +35.1% |
| All | +22.8% | +37.7% | -14.8% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling