+3,231.7%
CLS vs ED
+734.9%
+2,496.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.1% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | -13.9% | -0.1% | -13.8% | -13.9% |
| 3M | -26.6% | +3.9% | -30.5% | -27.4% |
| 6M | +15.4% | -3.0% | +18.4% | +15.4% |
| YTD | +5.7% | +10.7% | -5.0% | +2.7% |
| 1Y | +41.1% | +13.3% | +27.8% | +35.8% |
| 3Y | +1,228.6% | +34.5% | +1,194.1% | +1,080.3% |
| 5Y | +3,240.6% | +67.1% | +3,173.5% | +2,655.3% |
| 10Y | +2,760.3% | +103.0% | +2,657.3% | +2,067.3% |
| All | +3,231.7% | +734.9% | +2,496.8% | +1,848.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling