+0.4%
CMS vs ED
+27.1%
-26.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | -0.9% |
| 7D | +4.1% | +5.4% | -1.3% | -0.2% |
| 30D | +10.9% | +16.4% | -5.5% | -1.5% |
| 3M | -0.2% | +11.9% | -12.1% | -8.7% |
| 6M | -4.7% | +11.6% | -16.3% | -12.7% |
| YTD | +3.9% | +24.1% | -20.2% | -10.6% |
| 1Y | +0.4% | +26.9% | -26.5% | -14.6% |
| All | +0.4% | +27.1% | -26.8% | -14.6% |
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 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