+18.0%
CI vs ED
+27.1%
-9.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +2.2% |
| 7D | +3.5% | +5.4% | -1.9% | +1.4% |
| 30D | +12.6% | +16.4% | -3.8% | +6.7% |
| 3M | +12.1% | +11.9% | +0.2% | +7.5% |
| 6M | +10.6% | +11.6% | -1.0% | +5.8% |
| YTD | +12.8% | +24.1% | -11.3% | +4.0% |
| 1Y | +18.0% | +26.9% | -8.9% | +7.4% |
| All | +18.0% | +27.1% | -9.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling