-93.0%
CDE vs ED
+2,513.4%
-2,606.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.6% |
| 7D | -9.6% | +2.1% | -11.7% | -10.1% |
| 30D | -6.7% | +10.4% | -17.1% | -8.9% |
| 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% | -26.2% |
| 1Y | -7.4% | +23.8% | -31.2% | -12.8% |
| 3Y | +596.3% | +51.6% | +544.7% | +513.6% |
| 5Y | +95.7% | +86.4% | +9.3% | +65.2% |
| 10Y | +53.0% | +145.4% | -92.5% | +22.0% |
| All | -93.0% | +2,513.4% | -2,606.4% | -91.1% |
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