+465.5%
CMS vs ED
+2,460.7%
-1,995.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.2% | -0.4% |
| 7D | -1.3% | +1.6% | -3.0% | -2.5% |
| 30D | +6.3% | +13.3% | -7.0% | -2.8% |
| 3M | -2.1% | +9.7% | -11.8% | -8.4% |
| 6M | -5.1% | +12.8% | -17.9% | -13.0% |
| YTD | +1.3% | +22.3% | -21.1% | -12.5% |
| 1Y | -1.4% | +26.3% | -27.7% | -16.8% |
| 3Y | +36.9% | +45.0% | -8.1% | +4.2% |
| 5Y | +32.5% | +80.2% | -47.7% | -13.0% |
| 10Y | +126.8% | +129.9% | -3.1% | +25.6% |
| All | +465.5% | +2,460.7% | -1,995.2% | +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 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