+2,944.0%
CLS vs ED
+104.2%
+2,839.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +5.6% |
| 7D | +12.8% | +0.5% | +12.2% | +12.8% |
| 30D | +3.8% | +1.1% | +2.7% | +3.8% |
| 3M | -14.6% | +4.6% | -19.3% | -14.7% |
| 6M | +32.2% | -2.0% | +34.2% | +32.3% |
| YTD | +11.6% | +11.7% | -0.1% | +11.0% |
| 1Y | +35.1% | +15.7% | +19.3% | +33.8% |
| 3Y | +1,312.5% | +34.4% | +1,278.2% | +1,218.2% |
| 5Y | +3,542.1% | +67.3% | +3,474.7% | +3,075.3% |
| 10Y | +2,944.0% | +104.0% | +2,840.0% | +2,554.5% |
| All | +2,944.0% | +104.2% | +2,839.8% | +2,554.5% |
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