+2,029.3%
CLS vs ED
+143.7%
+1,885.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.4% | +4.6% |
| 7D | +23.5% | -1.7% | +25.3% | +23.4% |
| 30D | -28.9% | +10.7% | -39.6% | -28.7% |
| 3M | -25.2% | +11.6% | -36.8% | -24.9% |
| 6M | -32.1% | +13.5% | -45.6% | -31.9% |
| YTD | -14.1% | +23.1% | -37.2% | -14.3% |
| 1Y | -24.1% | +23.1% | -47.1% | -24.3% |
| 3Y | +897.0% | +47.9% | +849.0% | +833.6% |
| 5Y | +2,089.9% | +83.9% | +2,006.0% | +1,812.3% |
| All | +2,029.3% | +143.7% | +1,885.6% | +1,736.4% |
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 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