+47.3%
ECL vs COMP
-52.0%
+99.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.4% | -2.8% |
| 7D | -0.8% | +13.4% | -14.2% | -2.1% |
| 30D | +8.1% | +11.1% | -3.0% | +6.7% |
| 3M | +6.4% | -18.8% | +25.2% | +8.2% |
| 6M | +14.8% | +10.5% | +4.3% | +12.6% |
| YTD | +15.5% | -3.4% | +18.9% | +13.6% |
| 1Y | +20.1% | +19.7% | +0.4% | +15.5% |
| 3Y | +77.8% | +381.6% | -303.9% | +39.6% |
| 5Y | +37.9% | -17.6% | +55.5% | +16.2% |
| All | +47.3% | -52.0% | +99.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling