+12,781.7%
ECL vs COO
+5,988.7%
+6,793.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -2.6% | -2.2% | -0.4% | -2.4% |
| 30D | -2.2% | -7.0% | +4.8% | -1.6% |
| 3M | +10.1% | +12.2% | -2.1% | +9.0% |
| 6M | -5.7% | -15.1% | +9.4% | -4.5% |
| YTD | +7.0% | -15.1% | +22.1% | +8.4% |
| 1Y | +2.7% | +2.3% | +0.3% | +2.3% |
| 3Y | +57.7% | -23.7% | +81.4% | +60.2% |
| 5Y | +31.1% | -38.9% | +70.1% | +35.3% |
| 10Y | +150.9% | +49.9% | +100.9% | +143.9% |
| All | +12,781.7% | +5,988.7% | +6,793.0% | +9,553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling