+18.8%
ECL vs COMP
+16.3%
+2.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.3% |
| 3M | +8.4% | -19.1% | +27.6% | +10.5% |
| 6M | +23.3% | +17.1% | +6.1% | +19.8% |
| YTD | +18.2% | -2.9% | +21.2% | +12.7% |
| 1Y | +18.8% | +8.8% | +10.0% | +12.1% |
| All | +18.8% | +16.3% | +2.4% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling