+132.3%
CMS vs ED
+132.0%
+0.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.7% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | +7.1% | +11.6% | -4.5% | -2.3% |
| 3M | -1.3% | +10.5% | -11.8% | -9.2% |
| 6M | -2.7% | +13.2% | -15.9% | -12.2% |
| YTD | +2.6% | +22.1% | -19.5% | -13.2% |
| 1Y | -2.0% | +24.2% | -26.2% | -18.3% |
| 3Y | +39.6% | +46.9% | -7.3% | 0.0% |
| 5Y | +35.3% | +80.8% | -45.5% | -17.9% |
| 10Y | +132.3% | +134.3% | -1.9% | +10.8% |
| All | +132.3% | +132.0% | +0.3% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling