+68.1%
COST vs ECL
+54.1%
+14.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -2.8% | -2.7% | 0.0% | -2.1% |
| 30D | -5.3% | -4.3% | -1.0% | -4.2% |
| 3M | -6.7% | +3.2% | -9.9% | -7.5% |
| 6M | -9.9% | -2.9% | -7.0% | -9.3% |
| YTD | +5.1% | +4.3% | +0.9% | +3.5% |
| 1Y | -7.3% | +1.6% | -8.9% | -8.3% |
| All | +68.1% | +54.1% | +14.0% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling