+186.1%
COR vs ECL
+31.2%
+154.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +2.8% | -2.6% | +5.4% | +3.4% |
| 30D | +4.5% | -2.2% | +6.7% | +5.0% |
| 3M | +22.7% | +10.1% | +12.6% | +20.2% |
| 6M | -9.7% | -5.7% | -4.0% | -8.6% |
| YTD | -1.4% | +7.0% | -8.4% | -3.1% |
| 1Y | +13.9% | +2.7% | +11.3% | +12.9% |
| 3Y | +94.0% | +57.7% | +36.2% | +73.2% |
| All | +186.1% | +31.2% | +154.9% | +169.0% |
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