Now in the collection of the Museum of Fine Arts in Boston, it was embroidered by the Sisters of Bethany, a Protestant order of nuns based in Clerkenwell. The Sisters specialised in church vestments and embroidery, and this object is believed to have been produced between 1909 and 1912.
Fr Anthony Symondson SJ has written in greater depth about Comper and the Sisters of Bethany here.
Seeing a blue chasuble, I knew it had to be Protestant, lovely as it is.