+47.8%
COF vs ECL
+25.4%
+22.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.2% |
| 7D | -2.7% | -2.7% | +0.1% | -1.0% |
| 30D | -3.4% | -4.3% | +0.9% | -0.8% |
| 3M | +15.4% | +3.2% | +12.2% | +13.1% |
| 6M | +14.4% | -2.9% | +17.3% | +16.1% |
| YTD | -12.0% | +4.3% | -16.2% | -14.7% |
| 1Y | -3.7% | +1.6% | -5.4% | -5.5% |
| 3Y | +121.1% | +54.3% | +66.8% | +61.4% |
| 5Y | +47.8% | +26.5% | +21.3% | +16.1% |
| All | +47.8% | +25.4% | +22.4% | +16.1% |
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