+13,805.6%
ECL vs COO
+5,356.1%
+8,449.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -0.8% | +4.7% | -5.5% | -1.1% |
| 30D | +8.1% | +13.9% | -5.8% | +6.9% |
| 3M | +6.4% | -14.9% | +21.3% | +7.7% |
| 6M | +14.8% | +2.0% | +12.7% | +14.3% |
| YTD | +15.5% | -23.9% | +39.4% | +17.9% |
| 1Y | +20.1% | -9.6% | +29.7% | +20.9% |
| 3Y | +77.8% | -25.4% | +103.2% | +80.7% |
| 5Y | +37.9% | -41.2% | +79.0% | +42.6% |
| 10Y | +202.7% | +42.1% | +160.6% | +195.7% |
| All | +13,805.6% | +5,356.1% | +8,449.5% | +10,403.0% |
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 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