+36.6%
ECL vs COO
-39.4%
+76.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -0.5% | -2.1% | +1.6% | +0.3% |
| 30D | +6.6% | +13.9% | -7.4% | +1.9% |
| 3M | +9.6% | -18.9% | +28.6% | +17.2% |
| 6M | +21.6% | +3.7% | +17.9% | +18.7% |
| YTD | +16.9% | -24.1% | +41.0% | +27.4% |
| 1Y | +17.9% | -14.2% | +32.1% | +22.8% |
| 3Y | +76.5% | -24.5% | +100.9% | +81.3% |
| 5Y | +36.6% | -40.4% | +77.1% | +54.0% |
| All | +36.6% | -39.4% | +76.1% | +54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling