+95.2%
CNC vs ED
+108.5%
-13.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | -0.9% | -0.8% | -0.2% | -0.6% |
| 30D | -1.0% | -0.4% | -0.6% | -0.8% |
| 3M | +4.5% | +0.5% | +4.1% | +4.0% |
| 6M | +85.2% | -3.1% | +88.4% | +86.9% |
| YTD | +61.4% | +9.8% | +51.6% | +53.7% |
| 1Y | +94.9% | +12.6% | +82.3% | +83.0% |
| 3Y | 0.0% | +31.4% | -31.4% | -13.4% |
| 5Y | +11.2% | +69.4% | -58.2% | -15.8% |
| All | +95.2% | +108.5% | -13.3% | +34.7% |
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