+5,709.6%
COF vs ECL
+7,727.5%
-2,017.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.3% |
| 7D | +1.2% | -0.8% | +2.0% | +1.8% |
| 30D | -1.4% | -2.5% | +1.1% | +0.4% |
| 3M | +19.0% | +8.3% | +10.7% | +11.8% |
| 6M | +14.9% | -1.1% | +16.0% | +15.3% |
| YTD | -10.7% | +6.5% | -17.2% | -15.5% |
| 1Y | -1.3% | +2.1% | -3.4% | -4.0% |
| 3Y | +124.3% | +57.6% | +66.7% | +51.8% |
| 5Y | +51.1% | +28.1% | +23.1% | +17.6% |
| 10Y | +252.4% | +153.2% | +99.1% | +63.9% |
| All | +5,709.6% | +7,727.5% | -2,017.9% | +431.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling