+76.3%
CL vs ED
+132.0%
-55.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.6% | +1.5% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | +11.6% | +11.6% | 0.0% | +5.7% |
| 3M | +5.6% | +10.5% | -4.9% | +0.4% |
| 6M | +13.2% | +13.2% | -0.1% | +6.4% |
| YTD | +26.9% | +22.1% | +4.8% | +14.7% |
| 1Y | +27.3% | +24.2% | +3.2% | +14.1% |
| 3Y | +39.7% | +46.9% | -7.2% | +14.5% |
| 5Y | +41.3% | +80.8% | -39.5% | +3.4% |
| 10Y | +76.3% | +134.3% | -58.0% | +11.6% |
| All | +76.3% | +132.0% | -55.8% | +11.6% |
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