+7,262.2%
CB vs ED
+1,632.1%
+5,630.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.6% | +5.2% | -2.6% | +0.2% |
| 30D | +11.2% | +15.5% | -4.3% | +3.8% |
| 3M | +5.7% | +13.0% | -7.3% | -0.3% |
| 6M | +15.9% | +13.1% | +2.8% | +9.3% |
| YTD | +20.2% | +25.3% | -5.1% | +7.7% |
| 1Y | +32.4% | +30.5% | +1.8% | +16.2% |
| 3Y | +75.5% | +49.3% | +26.2% | +43.1% |
| 5Y | +105.5% | +84.6% | +20.9% | +49.1% |
| 10Y | +258.5% | +135.4% | +123.1% | +124.4% |
| All | +7,262.2% | +1,632.1% | +5,630.0% | +2,120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling