+99.7%
CDE vs ED
+85.1%
+14.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -9.6% | +2.1% | -11.7% | -10.0% |
| 30D | -6.7% | +10.4% | -17.1% | -8.8% |
| 3M | -24.2% | +12.5% | -36.8% | -26.4% |
| 6M | -29.1% | +14.9% | -44.0% | -31.8% |
| YTD | -21.5% | +24.8% | -46.3% | -27.2% |
| 1Y | -7.4% | +23.8% | -31.2% | -14.0% |
| 3Y | +596.3% | +51.6% | +544.7% | +435.4% |
| All | +99.7% | +85.1% | +14.5% | +63.9% |
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