+101.0%
CB vs ED
+67.1%
+33.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -3.1% | -0.1% | -3.0% | -3.0% |
| 3M | +9.0% | +3.9% | +5.0% | +7.4% |
| 6M | +2.9% | -3.0% | +5.9% | +4.0% |
| YTD | +10.1% | +10.7% | -0.6% | +5.7% |
| 1Y | +22.8% | +13.3% | +9.4% | +16.7% |
| 3Y | +73.8% | +34.5% | +39.3% | +55.1% |
| All | +101.0% | +67.1% | +33.9% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling