+329.9%
COP vs ED
+143.7%
+186.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | -0.6% | +10.7% | -11.3% | -2.8% |
| 3M | +10.8% | +11.6% | -0.9% | +8.1% |
| 6M | +19.6% | +13.5% | +6.1% | +16.3% |
| YTD | +52.9% | +23.1% | +29.8% | +46.1% |
| 1Y | +62.2% | +23.1% | +39.1% | +54.9% |
| 3Y | +32.4% | +47.9% | -15.6% | +19.5% |
| 5Y | +129.7% | +83.9% | +45.9% | +95.8% |
| All | +329.9% | +143.7% | +186.2% | +294.7% |
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