+67.3%
ED vs CG
+9.5%
+57.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.9% |
| 7D | +0.5% | -1.3% | +1.8% | +0.6% |
| 30D | +1.1% | -3.2% | +4.3% | +1.1% |
| 3M | +4.6% | +6.2% | -1.6% | +4.5% |
| 6M | -2.0% | -4.7% | +2.7% | -1.9% |
| YTD | +11.7% | -20.6% | +32.3% | +12.2% |
| 1Y | +15.7% | -26.4% | +42.1% | +16.5% |
| 3Y | +34.4% | +55.4% | -21.0% | +26.3% |
| 5Y | +67.3% | +9.8% | +57.5% | +57.7% |
| All | +67.3% | +9.5% | +57.8% | +57.7% |
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 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