+492.2%
COR vs ED
+147.1%
+345.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.4% |
| 7D | +7.8% | +2.1% | +5.8% | +6.9% |
| 30D | +7.0% | +10.4% | -3.4% | +2.5% |
| 3M | +16.3% | +12.5% | +3.7% | +10.4% |
| 6M | +41.3% | +14.9% | +26.4% | +32.9% |
| YTD | +7.1% | +24.8% | -17.7% | -2.7% |
| 1Y | -0.8% | +23.8% | -24.7% | -9.7% |
| 3Y | +85.0% | +51.6% | +33.3% | +53.4% |
| 5Y | +203.9% | +86.4% | +117.4% | +127.2% |
| All | +492.2% | +147.1% | +345.1% | +324.4% |
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 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