+17,590.3%
COR vs ED
+1,828.6%
+15,761.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.9% |
| 7D | +0.8% | +1.6% | -0.8% | +0.2% |
| 30D | +5.1% | +13.3% | -8.2% | +0.2% |
| 3M | +2.8% | +9.7% | -6.9% | -0.9% |
| 6M | +32.5% | +12.8% | +19.8% | +26.5% |
| YTD | -0.7% | +22.3% | -23.0% | -8.1% |
| 1Y | -6.7% | +26.3% | -33.0% | -14.8% |
| 3Y | +73.7% | +45.0% | +28.7% | +49.6% |
| 5Y | +177.9% | +80.2% | +97.7% | +118.6% |
| 10Y | +533.8% | +129.9% | +403.9% | +346.2% |
| All | +17,590.3% | +1,828.6% | +15,761.7% | +6,583.0% |
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 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