+760.1%
COST vs ECL
+197.5%
+562.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.7% |
| 7D | +5.0% | +2.9% | +2.1% | +4.0% |
| 30D | +12.8% | +7.5% | +5.3% | +10.0% |
| 3M | +15.2% | +12.2% | +2.9% | +10.6% |
| 6M | +7.4% | +24.6% | -17.2% | -0.7% |
| YTD | +29.0% | +18.8% | +10.3% | +20.7% |
| 1Y | +20.3% | +19.3% | +0.9% | +12.3% |
| 3Y | +99.0% | +78.2% | +20.8% | +59.3% |
| 5Y | +125.7% | +38.8% | +86.9% | +92.3% |
| All | +760.1% | +197.5% | +562.6% | +423.4% |
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