+22.5%
CCI vs ED
+105.2%
-82.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.1% |
| 30D | +2.1% | +1.9% | +0.2% | +0.8% |
| 3M | -17.8% | +1.9% | -19.7% | -18.8% |
| 6M | -14.2% | -2.3% | -11.9% | -13.0% |
| YTD | -13.3% | +10.9% | -24.2% | -19.2% |
| 1Y | -16.6% | +14.5% | -31.1% | -24.0% |
| 3Y | -10.8% | +33.4% | -44.2% | -26.5% |
| 5Y | -50.3% | +67.3% | -117.6% | -64.3% |
| 10Y | +22.5% | +110.7% | -88.2% | -23.9% |
| All | +22.5% | +105.2% | -82.7% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling