+197.7%
ECL vs COO
+40.7%
+157.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.0% |
| 7D | -0.5% | +4.3% | -4.8% | -2.2% |
| 30D | +8.8% | +17.6% | -8.7% | +1.8% |
| 3M | +7.8% | -13.9% | +21.7% | +13.7% |
| 6M | +21.3% | +6.6% | +14.8% | +16.4% |
| YTD | +17.8% | -22.0% | +39.8% | +28.8% |
| 1Y | +21.1% | -8.8% | +29.9% | +23.5% |
| 3Y | +80.1% | -21.5% | +101.6% | +85.5% |
| 5Y | +40.5% | -41.0% | +81.5% | +63.7% |
| 10Y | +197.7% | +40.9% | +156.9% | +160.6% |
| All | +197.7% | +40.7% | +157.0% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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