+4,577.2%
CNC vs ECL
+1,882.3%
+2,694.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +3.5% | -2.6% | +6.1% | +4.8% |
| 30D | +0.1% | -2.2% | +2.2% | +1.0% |
| 3M | +6.9% | +10.1% | -3.2% | +1.5% |
| 6M | +49.0% | -5.7% | +54.7% | +51.6% |
| YTD | +62.9% | +7.0% | +56.0% | +55.5% |
| 1Y | +134.0% | +2.7% | +131.3% | +126.9% |
| 3Y | +9.4% | +57.7% | -48.3% | -16.5% |
| 5Y | +4.1% | +31.1% | -27.0% | -15.2% |
| 10Y | +95.4% | +150.9% | -55.5% | +8.9% |
| All | +4,577.2% | +1,882.3% | +2,694.9% | +664.8% |
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