+4,560.7%
COP vs ED
+2,460.7%
+2,100.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.4% |
| 7D | -11.5% | +1.6% | -13.2% | -12.1% |
| 30D | +5.0% | +13.3% | -8.4% | +0.4% |
| 3M | +17.5% | +9.7% | +7.8% | +13.6% |
| 6M | +16.2% | +12.8% | +3.4% | +11.1% |
| YTD | +48.8% | +22.3% | +26.5% | +38.1% |
| 1Y | +64.1% | +26.3% | +37.8% | +50.6% |
| 3Y | +25.7% | +45.0% | -19.4% | +7.7% |
| 5Y | +114.4% | +80.2% | +34.2% | +67.8% |
| 10Y | +331.7% | +129.9% | +201.8% | +192.5% |
| All | +4,560.7% | +2,460.7% | +2,100.0% | +1,358.4% |
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 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