+104.4%
COST vs ECL
+25.4%
+79.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | -2.8% | -2.7% | 0.0% | -1.8% |
| 30D | -5.3% | -4.3% | -1.0% | -3.7% |
| 3M | -6.7% | +3.2% | -9.9% | -7.9% |
| 6M | -9.9% | -2.9% | -7.0% | -9.3% |
| YTD | +5.1% | +4.3% | +0.9% | +2.7% |
| 1Y | -7.3% | +1.6% | -8.9% | -8.8% |
| 3Y | +70.4% | +54.3% | +16.1% | +38.7% |
| 5Y | +104.4% | +26.5% | +77.9% | +74.5% |
| All | +104.4% | +25.4% | +79.0% | +74.5% |
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