+7,803.6%
CI vs ED
+2,460.7%
+5,342.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.5% |
| 7D | -1.6% | +1.6% | -3.2% | -2.3% |
| 30D | +5.4% | +13.3% | -7.9% | -0.5% |
| 3M | +7.3% | +9.7% | -2.5% | +2.7% |
| 6M | +5.3% | +12.8% | -7.5% | -0.5% |
| YTD | +8.5% | +22.3% | -13.8% | -1.6% |
| 1Y | +17.1% | +26.3% | -9.2% | +4.6% |
| 3Y | +1.4% | +45.0% | -43.6% | -15.9% |
| 5Y | +50.5% | +80.2% | -29.7% | +11.5% |
| 10Y | +168.5% | +129.9% | +38.7% | +70.9% |
| All | +7,803.6% | +2,460.7% | +5,342.9% | +1,494.4% |
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