+94.7%
COF vs ECL
+79.8%
+14.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.1% |
| 7D | -3.4% | +2.9% | -6.2% | -4.6% |
| 30D | +0.4% | +7.5% | -7.1% | -2.9% |
| 3M | -12.5% | +12.2% | -24.8% | -17.1% |
| 6M | +8.3% | +24.6% | -16.3% | -2.0% |
| YTD | -18.6% | +18.8% | -37.3% | -24.9% |
| 1Y | -8.6% | +19.3% | -28.0% | -16.0% |
| 3Y | +94.7% | +78.2% | +16.5% | +72.7% |
| All | +94.7% | +79.8% | +14.8% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling