+17,590.3%
COR vs ECL
+7,206.0%
+10,384.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.1% |
| 30D | +5.1% | +8.1% | -3.0% | +2.4% |
| 3M | +2.8% | +6.4% | -3.5% | +0.7% |
| 6M | +32.5% | +14.8% | +17.8% | +26.1% |
| YTD | -0.7% | +15.5% | -16.1% | -6.1% |
| 1Y | -6.7% | +20.1% | -26.8% | -13.1% |
| 3Y | +73.7% | +77.8% | -4.0% | +38.8% |
| 5Y | +177.9% | +37.9% | +140.0% | +137.7% |
| 10Y | +533.8% | +202.7% | +331.1% | +302.4% |
| All | +17,590.3% | +7,206.0% | +10,384.3% | +4,838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling