+242.0%
COF vs ECL
+160.1%
+81.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.7% |
| 7D | -5.1% | -1.1% | -4.0% | -4.3% |
| 30D | -6.0% | -0.8% | -5.2% | -5.5% |
| 3M | +14.8% | +5.0% | +9.8% | +10.3% |
| 6M | +15.3% | +0.2% | +15.1% | +14.5% |
| YTD | -13.0% | +5.8% | -18.8% | -17.4% |
| 1Y | -5.7% | +1.5% | -7.3% | -8.0% |
| 3Y | +118.1% | +55.0% | +63.1% | +46.3% |
| 5Y | +46.2% | +29.3% | +16.9% | +11.8% |
| All | +242.0% | +160.1% | +81.9% | +55.5% |
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 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