+64.1%
COP vs ED
+24.8%
+39.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | +4.4% | +2.1% | +2.4% | +4.1% |
| 30D | 0.0% | +10.4% | -10.4% | -2.1% |
| 3M | +15.0% | +12.5% | +2.5% | +12.2% |
| 6M | +22.0% | +14.9% | +7.1% | +19.0% |
| YTD | +55.3% | +24.8% | +30.5% | +49.7% |
| 1Y | +64.1% | +23.8% | +40.3% | +58.0% |
| All | +64.1% | +24.8% | +39.4% | +58.0% |
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