+606.1%
COST vs ECL
+160.1%
+446.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | -4.7% | -0.8% | -3.9% | -4.5% |
| 3M | -7.1% | +5.0% | -12.2% | -8.8% |
| 6M | -8.5% | +0.2% | -8.8% | -9.0% |
| YTD | +5.4% | +5.8% | -0.4% | +2.7% |
| 1Y | -5.6% | +1.5% | -7.2% | -6.9% |
| 3Y | +68.5% | +55.0% | +13.5% | +41.4% |
| 5Y | +105.2% | +29.3% | +76.0% | +79.3% |
| All | +606.1% | +160.1% | +446.0% | +357.1% |
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