+82.9%
ED vs CG
-22.2%
+105.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.4% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +13.3% | +5.0% | +8.3% | +13.2% |
| 3M | +9.7% | -18.2% | +27.9% | +10.1% |
| 6M | +12.8% | -20.7% | +33.5% | +13.2% |
| YTD | +22.3% | -31.4% | +53.7% | +23.1% |
| 1Y | +26.3% | -22.3% | +48.5% | +26.5% |
| 3Y | +45.0% | +50.2% | -5.1% | +34.8% |
| All | +82.9% | -22.2% | +105.1% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling