+6,646.7%
CB vs ED
+1,430.3%
+5,216.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 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% | +7.0% |
| 6M | +2.9% | -3.0% | +5.9% | +4.3% |
| YTD | +10.1% | +10.7% | -0.6% | +4.7% |
| 1Y | +22.8% | +13.3% | +9.4% | +15.3% |
| 3Y | +73.8% | +34.5% | +39.3% | +48.8% |
| 5Y | +99.2% | +67.1% | +32.0% | +51.3% |
| 10Y | +218.2% | +103.0% | +115.2% | +113.6% |
| All | +6,646.7% | +1,430.3% | +5,216.4% | +2,059.0% |
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 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