+895.8%
CCI vs ED
+736.5%
+159.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +2.7% | -0.1% | +2.8% | +2.8% |
| 3M | -18.2% | +3.9% | -22.1% | -19.7% |
| 6M | -14.8% | -3.0% | -11.7% | -13.5% |
| YTD | -12.6% | +10.7% | -23.3% | -16.9% |
| 1Y | -16.7% | +13.3% | -30.1% | -21.9% |
| 3Y | -10.5% | +34.5% | -45.0% | -22.5% |
| 5Y | -51.4% | +67.1% | -118.6% | -61.7% |
| 10Y | +20.0% | +103.0% | -83.0% | -13.3% |
| All | +895.8% | +736.5% | +159.3% | +416.3% |
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