+110.5%
CNC vs ED
+27.1%
+83.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +3.0% | +9.7% | +11.9% |
| 7D | +13.4% | +5.4% | +8.0% | +12.1% |
| 30D | +18.2% | +16.4% | +1.8% | +15.3% |
| 3M | +18.6% | +11.9% | +6.8% | +16.3% |
| 6M | +41.9% | +11.6% | +30.4% | +39.3% |
| YTD | +84.7% | +24.1% | +60.6% | +78.6% |
| 1Y | +110.5% | +26.9% | +83.6% | +102.0% |
| All | +110.5% | +27.1% | +83.4% | +102.0% |
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