+36.5%
ECL vs COMP
-47.7%
+84.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.6% | +1.4% | -4.0% | -2.8% |
| 30D | -2.2% | -13.3% | +11.2% | -0.8% |
| 3M | +10.1% | +41.1% | -31.0% | +5.9% |
| 6M | -5.7% | +17.2% | -22.9% | -8.3% |
| YTD | +7.0% | +5.2% | +1.8% | +4.7% |
| 1Y | +2.7% | +18.9% | -16.3% | -1.2% |
| 3Y | +57.7% | +215.9% | -158.2% | +30.6% |
| 5Y | +31.1% | -31.2% | +62.3% | +10.7% |
| All | +36.5% | -47.7% | +84.1% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling