+287.5%
CAH vs ED
+108.5%
+179.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -5.1% | -0.8% | -4.3% | -4.8% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | +6.3% | +0.5% | +5.8% | +6.0% |
| 6M | +9.4% | -3.1% | +12.5% | +10.5% |
| YTD | +15.0% | +9.8% | +5.1% | +10.7% |
| 1Y | +55.4% | +12.6% | +42.9% | +48.2% |
| 3Y | +173.8% | +31.4% | +142.4% | +142.8% |
| 5Y | +395.2% | +69.4% | +325.8% | +292.3% |
| All | +287.5% | +108.5% | +179.0% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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