+329.9%
COP vs ECL
+192.9%
+137.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +3.4% | -0.5% | +3.9% | +3.6% |
| 30D | -0.6% | +6.6% | -7.2% | -3.9% |
| 3M | +10.8% | +9.6% | +1.1% | +5.5% |
| 6M | +19.6% | +21.6% | -2.0% | +7.2% |
| YTD | +52.9% | +16.9% | +36.0% | +38.2% |
| 1Y | +62.2% | +17.9% | +44.3% | +45.6% |
| 3Y | +32.4% | +76.5% | -44.1% | -8.5% |
| 5Y | +129.7% | +36.6% | +93.1% | +83.7% |
| All | +329.9% | +192.9% | +137.0% | +113.1% |
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 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