+596.3%
CDE vs ED
+50.2%
+546.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -1.9% |
| 7D | -9.6% | +2.1% | -11.7% | -9.2% |
| 30D | -6.7% | +10.4% | -17.1% | -4.5% |
| 3M | -24.2% | +12.5% | -36.8% | -22.2% |
| 6M | -29.1% | +14.9% | -44.0% | -26.8% |
| YTD | -21.5% | +24.8% | -46.3% | -18.7% |
| 1Y | -7.4% | +23.8% | -31.2% | -4.2% |
| 3Y | +596.3% | +51.6% | +544.7% | +416.3% |
| All | +596.3% | +50.2% | +546.2% | +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 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