-7.4%
CNC vs ECL
+37.9%
-45.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | +2.0% | +6.6% | -4.5% | +0.7% |
| 3M | +4.8% | +9.6% | -4.9% | +2.6% |
| 6M | +18.5% | +21.6% | -3.1% | +12.9% |
| YTD | +70.8% | +16.9% | +53.9% | +63.9% |
| 1Y | +94.1% | +17.9% | +76.2% | +85.9% |
| 3Y | -2.2% | +76.5% | -78.7% | -17.8% |
| 5Y | -7.4% | +36.6% | -44.0% | -17.5% |
| All | -7.4% | +37.9% | -45.3% | -17.5% |
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