+246.7%
CB vs ED
+141.1%
+105.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +7.3% | +11.2% | -3.9% | +2.2% |
| 3M | +7.0% | +11.8% | -4.8% | +1.7% |
| 6M | +16.3% | +14.1% | +2.3% | +9.5% |
| YTD | +19.7% | +23.0% | -3.2% | +8.7% |
| 1Y | +27.8% | +23.7% | +4.1% | +15.7% |
| 3Y | +72.0% | +47.7% | +24.3% | +42.3% |
| 5Y | +104.9% | +82.6% | +22.2% | +50.7% |
| 10Y | +246.7% | +141.8% | +105.0% | +142.2% |
| All | +246.7% | +141.1% | +105.7% | +142.2% |
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