+146.4%
ED vs CG
+278.5%
-132.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +1.3% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +10.4% | +11.2% | -0.8% | +9.7% |
| 3M | +12.5% | -22.1% | +34.6% | +13.9% |
| 6M | +14.9% | -17.9% | +32.8% | +15.9% |
| YTD | +24.8% | -31.3% | +56.1% | +26.9% |
| 1Y | +23.8% | -24.0% | +47.8% | +25.0% |
| 3Y | +51.6% | +45.0% | +6.7% | +42.0% |
| 5Y | +86.4% | -22.6% | +109.1% | +81.7% |
| All | +146.4% | +278.5% | -132.1% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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