+4,850.5%
CL vs ED
+2,217.3%
+2,633.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -0.9% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -4.8% | -0.1% | -4.7% | -4.8% |
| 3M | +4.9% | +3.9% | +1.0% | +3.3% |
| 6M | -5.7% | -3.0% | -2.7% | -4.5% |
| YTD | +14.4% | +10.7% | +3.7% | +9.6% |
| 1Y | +8.7% | +13.3% | -4.6% | +3.1% |
| 3Y | +30.0% | +34.5% | -4.5% | +14.1% |
| 5Y | +28.4% | +67.1% | -38.8% | +2.6% |
| 10Y | +50.1% | +103.0% | -53.0% | +9.1% |
| All | +4,850.5% | +2,217.3% | +2,633.2% | +1,203.4% |
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