+298.3%
COP vs ECL
+205.6%
+92.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.3% |
| 7D | -8.4% | -0.5% | -7.9% | -8.4% |
| 30D | +0.3% | +8.8% | -8.6% | -4.0% |
| 3M | +15.1% | +7.8% | +7.2% | +10.5% |
| 6M | +19.8% | +21.3% | -1.5% | +7.5% |
| YTD | +46.8% | +17.8% | +29.0% | +32.2% |
| 1Y | +59.7% | +21.1% | +38.7% | +41.5% |
| 3Y | +28.7% | +80.1% | -51.4% | -12.0% |
| 5Y | +110.7% | +40.5% | +70.2% | +65.2% |
| 10Y | +298.3% | +197.7% | +100.5% | +99.4% |
| All | +298.3% | +205.6% | +92.7% | +99.4% |
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