+512.3%
COR vs ECL
+205.6%
+306.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.9% |
| 7D | +2.3% | -0.5% | +2.9% | +2.6% |
| 30D | +6.8% | +8.8% | -2.1% | +3.5% |
| 3M | +8.1% | +7.8% | +0.3% | +5.1% |
| 6M | +33.0% | +21.3% | +11.7% | +23.4% |
| YTD | +3.0% | +17.8% | -14.8% | -3.9% |
| 1Y | -3.4% | +21.1% | -24.5% | -10.9% |
| 3Y | +80.1% | +80.1% | +0.1% | +38.9% |
| 5Y | +194.7% | +40.5% | +154.2% | +150.1% |
| 10Y | +512.3% | +197.7% | +314.5% | +259.2% |
| All | +512.3% | +205.6% | +306.7% | +259.2% |
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