+18.1%
ECL vs COO
-10.8%
+28.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +0.4% | +4.5% | -4.1% | -0.7% |
| 30D | +8.6% | +16.9% | -8.3% | +4.2% |
| 3M | +7.9% | -16.7% | +24.6% | +14.4% |
| 6M | +21.0% | +5.9% | +15.1% | +18.0% |
| YTD | +17.5% | -22.4% | +40.0% | +26.8% |
| All | +18.1% | -10.8% | +28.9% | +24.5% |
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