+104.9%
CB vs ED
+82.4%
+22.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.8% |
| 3M | +7.0% | +11.8% | -4.8% | +2.3% |
| 6M | +16.3% | +14.1% | +2.3% | +10.3% |
| YTD | +19.7% | +23.0% | -3.2% | +10.1% |
| 1Y | +27.8% | +23.7% | +4.1% | +17.2% |
| 3Y | +72.0% | +47.7% | +24.3% | +47.5% |
| 5Y | +104.9% | +82.6% | +22.2% | +54.4% |
| All | +104.9% | +82.4% | +22.5% | +54.4% |
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