+35.1%
CLS vs ED
+14.2%
+20.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.7% | +6.9% |
| 7D | +12.8% | +0.5% | +12.2% | +13.4% |
| 30D | +3.8% | +1.1% | +2.7% | +5.3% |
| 3M | -14.6% | +4.6% | -19.3% | -8.1% |
| 6M | +32.2% | -2.0% | +34.2% | +32.3% |
| YTD | +11.6% | +11.7% | -0.1% | +38.8% |
| 1Y | +35.1% | +15.7% | +19.3% | +81.5% |
| All | +35.1% | +14.2% | +20.8% | +81.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling