+336.7%
COP vs ED
+147.1%
+189.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.3% |
| 7D | +4.4% | +2.1% | +2.4% | +4.0% |
| 30D | 0.0% | +10.4% | -10.4% | -2.2% |
| 3M | +15.0% | +12.5% | +2.5% | +12.1% |
| 6M | +22.0% | +14.9% | +7.1% | +18.3% |
| YTD | +55.3% | +24.8% | +30.5% | +48.0% |
| 1Y | +64.1% | +23.8% | +40.3% | +56.6% |
| 3Y | +34.1% | +51.6% | -17.6% | +20.3% |
| 5Y | +133.4% | +86.4% | +47.0% | +98.4% |
| All | +336.7% | +147.1% | +189.6% | +299.8% |
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