+244.4%
ED vs CG
+281.3%
-36.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +13.3% | +5.0% | +8.3% | +13.0% |
| 3M | +9.7% | -18.2% | +27.9% | +10.7% |
| 6M | +12.8% | -20.7% | +33.5% | +13.9% |
| YTD | +22.3% | -31.4% | +53.7% | +24.3% |
| 1Y | +26.3% | -22.3% | +48.5% | +27.3% |
| 3Y | +45.0% | +50.2% | -5.1% | +36.9% |
| 5Y | +80.2% | -22.1% | +102.2% | +76.2% |
| 10Y | +129.9% | +295.5% | -165.7% | +102.8% |
| All | +244.4% | +281.3% | -36.9% | +198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling