+1,753.0%
CLS vs ED
+134.9%
+1,618.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.1% | +8.0% | +7.9% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -38.4% | +11.6% | -50.0% | -38.3% |
| 3M | -29.9% | +10.5% | -40.4% | -29.7% |
| 6M | -40.6% | +13.2% | -53.9% | -40.5% |
| YTD | -24.6% | +22.1% | -46.7% | -24.8% |
| 1Y | -30.8% | +24.2% | -54.9% | -31.1% |
| 3Y | +811.7% | +46.9% | +764.8% | +753.2% |
| 5Y | +1,838.4% | +80.8% | +1,757.6% | +1,596.0% |
| All | +1,753.0% | +134.9% | +1,618.1% | +1,493.6% |
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