+35.6%
CMS vs ED
+82.5%
-46.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -1.1% | -0.9% | -0.2% | -0.4% |
| 30D | +6.6% | +11.2% | -4.6% | -2.7% |
| 3M | +0.8% | +11.8% | -11.0% | -8.4% |
| 6M | -3.3% | +14.1% | -17.4% | -13.6% |
| YTD | +2.7% | +23.0% | -20.2% | -14.1% |
| 1Y | -4.0% | +23.7% | -27.7% | -20.2% |
| 3Y | +37.6% | +47.7% | -10.1% | -4.2% |
| All | +35.6% | +82.5% | -46.9% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling