+194.3%
CDE vs ED
+66.8%
+127.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -3.0% |
| 7D | -6.1% | -1.9% | -4.2% | -5.6% |
| 30D | +9.5% | +0.1% | +9.4% | +9.4% |
| 3M | +32.0% | 0.0% | +32.0% | +31.5% |
| 6M | -12.8% | -2.5% | -10.3% | -12.6% |
| YTD | +14.2% | +10.1% | +4.1% | +9.1% |
| 1Y | +36.3% | +13.6% | +22.7% | +28.0% |
| 3Y | +821.4% | +32.4% | +789.0% | +640.1% |
| 5Y | +194.3% | +69.9% | +124.4% | +137.5% |
| All | +194.3% | +66.8% | +127.5% | +137.5% |
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