+471.5%
CF vs ED
+147.1%
+324.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | -0.1% |
| 7D | +4.8% | +2.1% | +2.7% | +4.3% |
| 30D | +4.7% | +10.4% | -5.7% | +2.6% |
| 3M | +7.4% | +12.5% | -5.1% | +4.8% |
| 6M | +0.6% | +14.9% | -14.3% | -2.3% |
| YTD | +64.1% | +24.8% | +39.3% | +56.7% |
| 1Y | +51.4% | +23.8% | +27.6% | +44.7% |
| 3Y | +67.8% | +51.6% | +16.2% | +52.5% |
| 5Y | +114.1% | +86.4% | +27.7% | +85.0% |
| All | +471.5% | +147.1% | +324.4% | +444.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling