+4,499.1%
COP vs ED
+2,457.0%
+2,042.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -8.4% | -0.1% | -8.3% | -8.5% |
| 30D | +0.3% | +11.6% | -11.3% | -3.6% |
| 3M | +15.1% | +10.5% | +4.6% | +11.0% |
| 6M | +19.8% | +13.2% | +6.5% | +14.4% |
| YTD | +46.8% | +22.1% | +24.7% | +36.4% |
| 1Y | +59.7% | +24.2% | +35.6% | +47.4% |
| 3Y | +28.7% | +46.9% | -18.2% | +9.7% |
| 5Y | +110.7% | +80.8% | +29.9% | +64.7% |
| 10Y | +298.3% | +134.3% | +164.0% | +168.0% |
| All | +4,499.1% | +2,457.0% | +2,042.1% | +1,339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling