+17,193.4%
CAH vs ED
+2,477.8%
+14,715.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +3.9% | -1.7% | +5.6% | +4.5% |
| 30D | +16.0% | +10.7% | +5.3% | +11.7% |
| 3M | +19.1% | +11.6% | +7.4% | +14.2% |
| 6M | +53.0% | +13.5% | +39.5% | +45.7% |
| YTD | +36.6% | +23.1% | +13.5% | +26.0% |
| 1Y | +37.4% | +23.1% | +14.3% | +26.7% |
| 3Y | +178.8% | +47.9% | +130.9% | +137.3% |
| 5Y | +498.6% | +83.9% | +414.7% | +364.9% |
| 10Y | +413.1% | +142.1% | +271.0% | +251.6% |
| All | +17,193.4% | +2,477.8% | +14,715.6% | +4,905.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling