+5,862.8%
COF vs ECL
+7,760.5%
-1,897.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +1.8% | -2.6% | +4.4% | +3.9% |
| 30D | -0.6% | -2.2% | +1.6% | +0.9% |
| 3M | +20.3% | +10.1% | +10.2% | +11.6% |
| 6M | +13.0% | -5.7% | +18.8% | +17.6% |
| YTD | -8.3% | +7.0% | -15.3% | -13.6% |
| 1Y | -1.5% | +2.7% | -4.1% | -4.6% |
| 3Y | +122.3% | +57.7% | +64.5% | +50.3% |
| 5Y | +52.5% | +31.1% | +21.4% | +16.4% |
| 10Y | +264.9% | +150.9% | +114.0% | +70.9% |
| All | +5,862.8% | +7,760.5% | -1,897.7% | +443.9% |
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