+398.1%
COR vs ECL
+153.2%
+245.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -1.9% | -0.8% | -1.1% | -1.6% |
| 30D | +1.5% | -2.5% | +4.0% | +2.5% |
| 3M | +18.7% | +8.3% | +10.4% | +15.0% |
| 6M | -9.0% | -1.1% | -7.9% | -9.1% |
| YTD | -3.3% | +6.5% | -9.8% | -6.3% |
| 1Y | +9.8% | +2.1% | +7.8% | +8.0% |
| 3Y | +87.4% | +57.6% | +29.8% | +51.5% |
| 5Y | +180.5% | +28.1% | +152.5% | +145.5% |
| 10Y | +398.1% | +153.2% | +244.9% | +188.3% |
| All | +398.1% | +153.2% | +245.0% | +188.3% |
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