+44.6%
COP vs ED
+12.4%
+32.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.9% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +17.5% | -0.1% | +17.6% | +17.5% |
| 3M | +13.4% | +3.9% | +9.4% | +13.2% |
| 6M | +17.7% | -3.0% | +20.8% | +18.3% |
| YTD | +46.6% | +10.7% | +35.9% | +46.5% |
| 1Y | +44.6% | +13.3% | +31.3% | +43.5% |
| All | +44.6% | +12.4% | +32.2% | +43.5% |
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 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