+141.8%
ED vs CP
+251.7%
-110.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | +11.2% | +9.6% | +1.6% | +9.2% |
| 3M | +11.8% | +2.2% | +9.5% | +11.2% |
| 6M | +14.1% | +11.1% | +3.0% | +11.6% |
| YTD | +23.0% | +28.2% | -5.2% | +16.5% |
| 1Y | +23.7% | +32.2% | -8.5% | +16.4% |
| 3Y | +47.7% | +35.5% | +12.2% | +35.9% |
| 5Y | +82.6% | +26.8% | +55.8% | +68.9% |
| 10Y | +141.8% | +256.9% | -115.2% | +93.9% |
| All | +141.8% | +251.7% | -110.0% | +93.9% |
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