+791.9%
CDE vs ED
+33.0%
+758.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | -3.1% | -0.8% | -2.3% | -3.2% |
| 30D | +9.5% | -0.4% | +9.9% | +9.4% |
| 3M | +25.5% | +0.5% | +25.0% | +25.5% |
| 6M | -7.9% | -3.1% | -4.8% | -7.7% |
| YTD | +15.6% | +9.8% | +5.7% | +14.8% |
| 1Y | +34.0% | +12.6% | +21.5% | +32.4% |
| 3Y | +791.9% | +31.4% | +760.5% | +599.6% |
| All | +791.9% | +33.0% | +758.9% | +599.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling