+243.0%
CB vs ED
+132.0%
+111.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +6.5% | +11.6% | -5.1% | +1.3% |
| 3M | +4.1% | +10.5% | -6.5% | -0.6% |
| 6M | +14.4% | +13.2% | +1.2% | +8.1% |
| YTD | +17.5% | +22.1% | -4.6% | +7.0% |
| 1Y | +27.5% | +24.2% | +3.4% | +15.2% |
| 3Y | +71.6% | +46.9% | +24.7% | +42.4% |
| 5Y | +100.6% | +80.8% | +19.8% | +48.4% |
| 10Y | +243.0% | +134.3% | +108.7% | +141.1% |
| All | +243.0% | +132.0% | +111.0% | +141.1% |
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