+459.7%
CMS vs ED
+2,217.3%
-1,757.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| YTD | +0.2% | +10.7% | -10.5% | -6.9% |
| 1Y | -1.3% | +13.3% | -14.7% | -10.0% |
| 3Y | +35.9% | +34.5% | +1.4% | +9.3% |
| 5Y | +23.1% | +67.1% | -44.1% | -14.7% |
| 10Y | +117.9% | +103.0% | +14.9% | +31.9% |
| All | +459.7% | +2,217.3% | -1,757.6% | +16.5% |
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