+5,294.5%
CF vs ED
+529.6%
+4,764.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.9% | +5.2% | +5.8% |
| 7D | +0.4% | +5.2% | -4.7% | -1.6% |
| 30D | +2.2% | +15.5% | -13.3% | -3.4% |
| 3M | +2.1% | +13.0% | -10.9% | -2.7% |
| 6M | -6.5% | +13.1% | -19.7% | -11.0% |
| YTD | +55.6% | +25.3% | +30.3% | +42.2% |
| 1Y | +42.3% | +30.5% | +11.8% | +27.9% |
| 3Y | +55.7% | +49.3% | +6.4% | +30.3% |
| 5Y | +122.4% | +84.6% | +37.9% | +66.9% |
| 10Y | +568.5% | +135.4% | +433.1% | +306.1% |
| All | +5,294.5% | +529.6% | +4,764.9% | +1,277.6% |
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