+73.7%
COR vs ED
+44.5%
+29.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.8% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | +5.1% | +13.3% | -8.2% | -0.1% |
| 3M | +2.8% | +9.7% | -6.9% | -1.1% |
| 6M | +32.5% | +12.8% | +19.8% | +26.1% |
| YTD | -0.7% | +22.3% | -23.0% | -8.0% |
| 1Y | -6.7% | +26.3% | -33.0% | -14.7% |
| 3Y | +73.7% | +45.0% | +28.7% | +61.4% |
| All | +73.7% | +44.5% | +29.2% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling