+50.8%
ECL vs COMP
-51.7%
+102.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.3% |
| 7D | -2.3% | +2.2% | -4.5% | -2.6% |
| 30D | +8.3% | +16.3% | -8.0% | +6.4% |
| 3M | +8.4% | -19.1% | +27.6% | +10.3% |
| 6M | +23.3% | +17.1% | +6.1% | +20.2% |
| YTD | +18.2% | -2.9% | +21.2% | +16.2% |
| 1Y | +18.8% | +8.8% | +10.0% | +15.3% |
| 3Y | +78.5% | +423.5% | -345.0% | +38.8% |
| 5Y | +40.1% | -10.5% | +50.5% | +17.8% |
| All | +50.8% | -51.7% | +102.5% | +33.5% |
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