+58.5%
COP vs ED
+25.7%
+32.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -6.1% | +2.1% | -8.2% | -6.5% |
| 30D | +1.1% | +12.4% | -11.3% | -1.5% |
| 3M | +10.9% | +13.1% | -2.2% | +8.0% |
| 6M | +20.8% | +14.1% | +6.7% | +17.8% |
| YTD | +48.0% | +23.1% | +25.0% | +42.3% |
| 1Y | +58.5% | +25.4% | +33.1% | +53.4% |
| All | +58.5% | +25.7% | +32.8% | +53.4% |
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