-89.4%
CDE vs ED
+2,217.3%
-2,306.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +21.9% | -0.1% | +22.0% | +21.8% |
| 3M | +14.9% | +3.9% | +11.0% | +13.4% |
| 6M | -10.5% | -3.0% | -7.5% | -10.3% |
| YTD | +19.3% | +10.7% | +8.6% | +15.4% |
| 1Y | +50.8% | +13.3% | +37.5% | +44.8% |
| 3Y | +782.3% | +34.5% | +747.8% | +701.4% |
| 5Y | +191.7% | +67.1% | +124.5% | +152.8% |
| 10Y | +57.6% | +103.0% | -45.4% | +31.2% |
| All | -89.4% | +2,217.3% | -2,306.7% | -86.0% |
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