+73.4%
CL vs ED
+129.3%
-55.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.9% |
| 7D | +1.3% | +1.6% | -0.3% | +0.5% |
| 30D | +11.4% | +13.3% | -1.9% | +4.6% |
| 3M | +4.4% | +9.7% | -5.3% | -0.4% |
| 6M | +10.8% | +12.8% | -2.0% | +4.3% |
| YTD | +25.1% | +22.3% | +2.8% | +13.0% |
| 1Y | +28.0% | +26.3% | +1.7% | +13.7% |
| 3Y | +37.6% | +45.0% | -7.4% | +13.4% |
| 5Y | +39.7% | +80.2% | -40.5% | +2.4% |
| All | +73.4% | +129.3% | -55.9% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling