+5,435.1%
CL vs ED
+2,522.9%
+2,912.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +5.9% | +5.2% | +0.8% | +3.8% |
| 30D | +13.8% | +15.5% | -1.8% | +7.2% |
| 3M | +6.4% | +13.0% | -6.6% | +1.1% |
| 6M | +15.6% | +13.1% | +2.5% | +9.9% |
| YTD | +27.9% | +25.3% | +2.6% | +16.4% |
| 1Y | +31.4% | +30.5% | +0.9% | +17.5% |
| 3Y | +41.4% | +49.3% | -7.9% | +19.1% |
| 5Y | +42.8% | +84.6% | -41.8% | +9.6% |
| 10Y | +79.7% | +135.4% | -55.8% | +23.0% |
| All | +5,435.1% | +2,522.9% | +2,912.2% | +1,284.3% |
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 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