+7,463.6%
CI vs ED
+2,217.3%
+5,246.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +4.4% | -0.1% | +4.6% | +4.5% |
| 3M | +0.7% | +3.9% | -3.3% | -1.2% |
| 6M | +0.3% | -3.0% | +3.4% | +1.5% |
| YTD | +3.8% | +10.7% | -6.9% | -1.4% |
| 1Y | -5.5% | +13.3% | -18.8% | -11.4% |
| 3Y | +8.1% | +34.5% | -26.4% | -7.3% |
| 5Y | +42.8% | +67.1% | -24.3% | +9.4% |
| 10Y | +143.9% | +103.0% | +40.8% | +64.2% |
| All | +7,463.6% | +2,217.3% | +5,246.3% | +1,498.4% |
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 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