+20.1%
ECL vs COO
-9.4%
+29.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | -0.8% | +4.7% | -5.5% | -2.0% |
| 30D | +8.1% | +13.9% | -5.8% | +4.4% |
| 3M | +6.4% | -14.9% | +21.3% | +11.8% |
| 6M | +14.8% | +2.0% | +12.7% | +13.2% |
| YTD | +15.5% | -23.9% | +39.4% | +25.5% |
| 1Y | +20.1% | -9.6% | +29.7% | +27.3% |
| All | +20.1% | -9.4% | +29.5% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling