-6.8%
CI vs ED
+14.2%
-21.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | -2.4% | +1.1% | -3.4% | -2.7% |
| 3M | -4.8% | +4.6% | -9.4% | -6.0% |
| 6M | +2.1% | -2.0% | +4.1% | +2.1% |
| YTD | +1.4% | +11.7% | -10.3% | -1.3% |
| 1Y | -6.8% | +15.7% | -22.5% | -9.8% |
| All | -6.8% | +14.2% | -21.0% | -9.8% |
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