+146.4%
ED vs CP
+257.3%
-110.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +2.1% | +2.1% | -0.1% | +1.6% |
| 30D | +10.4% | +9.3% | +1.1% | +8.4% |
| 3M | +12.5% | +0.5% | +12.1% | +12.4% |
| 6M | +14.9% | +10.4% | +4.5% | +12.5% |
| YTD | +24.8% | +28.7% | -3.9% | +18.2% |
| 1Y | +23.8% | +33.2% | -9.3% | +16.4% |
| 3Y | +51.6% | +38.4% | +13.2% | +38.8% |
| 5Y | +86.4% | +26.2% | +60.2% | +72.6% |
| All | +146.4% | +257.3% | -110.9% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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