+49.3%
CI vs ED
+82.8%
-33.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -1.7% | -1.7% | 0.0% | -1.0% |
| 30D | +4.9% | +10.7% | -5.8% | +0.6% |
| 3M | +7.4% | +11.6% | -4.3% | +2.6% |
| 6M | +0.4% | +13.5% | -13.1% | -4.8% |
| YTD | +9.5% | +23.1% | -13.7% | +0.1% |
| 1Y | +12.0% | +23.1% | -11.1% | +2.3% |
| 3Y | +7.1% | +47.9% | -40.8% | -9.6% |
| 5Y | +49.3% | +83.9% | -34.6% | +11.7% |
| All | +49.3% | +82.8% | -33.5% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling