+20.0%
COP vs ECL
+57.4%
-37.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | -2.6% | +5.6% | +2.9% |
| 30D | +17.5% | -2.2% | +19.7% | +17.4% |
| 3M | +13.4% | +10.1% | +3.2% | +13.3% |
| 6M | +17.7% | -5.7% | +23.5% | +19.3% |
| YTD | +46.6% | +7.0% | +39.6% | +46.0% |
| 1Y | +44.6% | +2.7% | +41.9% | +44.7% |
| All | +20.0% | +57.4% | -37.4% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling