+84.9%
CL vs ED
+136.7%
-51.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | +2.6% | +2.1% | +0.5% | +1.5% |
| 30D | +11.8% | +12.4% | -0.7% | +5.4% |
| 3M | +5.9% | +13.1% | -7.2% | -0.5% |
| 6M | +13.3% | +14.1% | -0.7% | +6.1% |
| YTD | +27.1% | +23.1% | +4.1% | +14.5% |
| 1Y | +28.0% | +25.4% | +2.6% | +14.1% |
| 3Y | +39.4% | +47.9% | -8.5% | +13.9% |
| 5Y | +40.8% | +81.9% | -41.1% | +2.9% |
| 10Y | +84.9% | +141.3% | -56.4% | +18.3% |
| All | +84.9% | +136.7% | -51.8% | +18.3% |
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