+113.0%
COP vs ECL
+37.7%
+75.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | -11.5% | -0.8% | -10.8% | -11.5% |
| 30D | +5.0% | +8.1% | -3.2% | +4.2% |
| 3M | +17.5% | +6.4% | +11.1% | +16.8% |
| 6M | +16.2% | +14.8% | +1.5% | +14.5% |
| YTD | +48.8% | +15.5% | +33.3% | +45.8% |
| 1Y | +64.1% | +20.1% | +44.0% | +59.7% |
| 3Y | +25.7% | +77.8% | -52.1% | +13.7% |
| All | +113.0% | +37.7% | +75.3% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling