-37.8%
CCI vs ED
+82.1%
-119.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +0.9% | -0.1% | +1.0% | +1.0% |
| 30D | +10.3% | +11.6% | -1.3% | +1.7% |
| 3M | +17.9% | +10.5% | +7.3% | +9.4% |
| 6M | -0.5% | +13.2% | -13.7% | -9.4% |
| YTD | +2.7% | +22.1% | -19.4% | -11.8% |
| 1Y | +3.1% | +24.2% | -21.0% | -12.7% |
| 3Y | +8.0% | +46.9% | -39.0% | -20.1% |
| 5Y | -37.8% | +80.8% | -118.6% | -59.2% |
| All | -37.8% | +82.1% | -119.8% | -59.2% |
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