+1,929.4%
CLS vs ED
+141.1%
+1,788.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +2.8% | -0.9% | +3.7% | +2.7% |
| 30D | -30.1% | +11.2% | -41.3% | -29.9% |
| 3M | -21.7% | +11.8% | -33.5% | -21.5% |
| 6M | -36.2% | +14.1% | -50.3% | -36.1% |
| YTD | -17.8% | +23.0% | -40.8% | -18.0% |
| 1Y | -26.8% | +23.7% | -50.5% | -27.0% |
| 3Y | +853.4% | +47.7% | +805.6% | +792.7% |
| 5Y | +2,005.0% | +82.6% | +1,922.4% | +1,740.8% |
| 10Y | +1,929.4% | +141.8% | +1,787.6% | +1,648.5% |
| All | +1,929.4% | +141.1% | +1,788.3% | +1,648.5% |
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