+40.2%
ECL vs COMP
-28.0%
+68.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.3% | -2.0% |
| 7D | +1.7% | -1.8% | +3.5% | +1.8% |
| 30D | +8.9% | -0.8% | +9.7% | +8.8% |
| 3M | +7.4% | -28.1% | +35.6% | +10.9% |
| 6M | +19.3% | +27.0% | -7.7% | +15.1% |
| YTD | +17.4% | -12.8% | +30.2% | +16.9% |
| 1Y | +19.4% | +4.9% | +14.5% | +16.4% |
| 3Y | +80.5% | +321.0% | -240.5% | +42.0% |
| 5Y | +40.2% | -25.6% | +65.8% | +26.2% |
| All | +40.2% | -28.0% | +68.2% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling