+838.1%
CLS vs ED
+50.2%
+787.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -3.8% |
| 7D | +16.3% | +2.1% | +14.2% | +19.2% |
| 30D | -25.7% | +10.4% | -36.1% | -15.4% |
| 3M | -30.9% | +12.5% | -43.4% | -19.6% |
| 6M | -35.5% | +14.9% | -50.4% | -21.9% |
| YTD | -18.7% | +24.8% | -43.5% | +8.7% |
| 1Y | -17.9% | +23.8% | -41.7% | +9.5% |
| 3Y | +838.1% | +51.6% | +786.4% | +1,317.1% |
| All | +838.1% | +50.2% | +787.9% | +1,317.1% |
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