+28.0%
CB vs ED
+24.8%
+3.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.4% |
| 7D | +2.9% | +2.1% | +0.9% | +1.9% |
| 30D | +7.3% | +10.4% | -3.1% | +2.3% |
| 3M | +9.4% | +12.5% | -3.2% | +3.3% |
| 6M | +19.6% | +14.9% | +4.7% | +12.5% |
| YTD | +21.5% | +24.8% | -3.3% | +12.8% |
| 1Y | +28.0% | +23.8% | +4.2% | +19.0% |
| All | +28.0% | +24.8% | +3.2% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling