+5,197.0%
COF vs ECL
+8,627.7%
-3,430.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.4% |
| 7D | -3.4% | +2.9% | -6.2% | -5.4% |
| 30D | +0.4% | +7.5% | -7.1% | -5.2% |
| 3M | -12.5% | +12.2% | -24.8% | -20.2% |
| 6M | +8.3% | +24.6% | -16.3% | -9.0% |
| YTD | -18.6% | +18.8% | -37.3% | -29.3% |
| 1Y | -8.6% | +19.3% | -28.0% | -21.1% |
| 3Y | +94.7% | +78.2% | +16.5% | +19.9% |
| 5Y | +35.3% | +38.8% | -3.5% | -1.0% |
| 10Y | +185.1% | +197.8% | -12.7% | +16.9% |
| All | +5,197.0% | +8,627.7% | -3,430.7% | +344.8% |
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