+732.7%
CLS vs ED
+44.5%
+688.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -2.3% |
| 7D | -22.2% | +1.6% | -23.8% | -20.1% |
| 30D | -44.4% | +13.3% | -57.7% | -34.9% |
| 3M | -34.3% | +9.7% | -44.0% | -26.0% |
| 6M | -50.1% | +12.8% | -62.8% | -40.9% |
| YTD | -30.1% | +22.3% | -52.4% | -9.0% |
| 1Y | -39.3% | +26.3% | -65.6% | -17.5% |
| 3Y | +732.7% | +45.0% | +687.7% | +1,157.6% |
| All | +732.7% | +44.5% | +688.2% | +1,157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling