+807.8%
CCL vs ECL
+13,009.7%
-12,201.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | -2.6% | -2.4% | -3.4% |
| 30D | -20.3% | -2.2% | -18.2% | -19.2% |
| 3M | -15.1% | +10.1% | -25.3% | -20.1% |
| 6M | -15.1% | -5.7% | -9.4% | -11.2% |
| YTD | -21.8% | +7.0% | -28.7% | -24.4% |
| 1Y | -24.8% | +2.7% | -27.4% | -25.5% |
| 3Y | +51.9% | +57.7% | -5.9% | +13.7% |
| 5Y | +4.0% | +31.1% | -27.1% | -11.4% |
| 10Y | -42.2% | +150.9% | -193.1% | -63.3% |
| All | +807.8% | +13,009.7% | -12,201.9% | +20.2% |
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