+88.3%
CNC vs ECL
+156.3%
-68.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.1% |
| 7D | -4.9% | -2.7% | -2.1% | -3.7% |
| 30D | -3.8% | -4.3% | +0.5% | -2.1% |
| 3M | -3.2% | +3.2% | -6.5% | -5.0% |
| 6M | +47.9% | -2.9% | +50.8% | +48.3% |
| YTD | +55.7% | +4.3% | +51.4% | +51.0% |
| 1Y | +106.2% | +1.6% | +104.6% | +101.7% |
| 3Y | -2.1% | +54.3% | -56.3% | -23.2% |
| 5Y | +3.4% | +26.5% | -23.1% | -11.7% |
| All | +88.3% | +156.3% | -68.0% | +9.1% |
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