+104.9%
CNC vs ECL
+1.9%
+102.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.9% |
| 7D | -4.9% | -2.7% | -2.1% | -4.9% |
| 30D | -3.8% | -4.3% | +0.5% | -3.9% |
| 3M | -3.2% | +3.2% | -6.5% | -3.0% |
| 6M | +47.9% | -2.9% | +50.8% | +50.2% |
| YTD | +55.7% | +4.3% | +51.4% | +56.9% |
| All | +104.9% | +1.9% | +102.9% | +100.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling