+69.3%
CCI vs ED
+147.1%
-77.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.4% |
| 7D | +2.5% | +2.1% | +0.5% | +1.2% |
| 30D | +14.4% | +10.4% | +4.0% | +7.3% |
| 3M | +21.7% | +12.5% | +9.1% | +12.6% |
| 6M | +4.0% | +14.9% | -10.9% | -5.1% |
| YTD | +6.2% | +24.8% | -18.6% | -8.3% |
| 1Y | +5.4% | +23.8% | -18.4% | -8.7% |
| 3Y | +11.7% | +51.6% | -39.9% | -15.1% |
| 5Y | -35.6% | +86.4% | -122.1% | -56.8% |
| All | +69.3% | +147.1% | -77.8% | -1.0% |
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 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