-1.3%
CMS vs ED
+12.4%
-13.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | +0.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -3.6% | -0.1% | -3.5% | -3.5% |
| 3M | -1.9% | +3.9% | -5.8% | -4.6% |
| 6M | -11.0% | -3.0% | -7.9% | -9.2% |
| YTD | +0.2% | +10.7% | -10.5% | -6.4% |
| 1Y | -1.3% | +13.3% | -14.7% | -9.5% |
| All | -1.3% | +12.4% | -13.7% | -9.5% |
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