+2,449.8%
ED vs CP
+7,734.8%
-5,285.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -2.1% |
| 7D | +1.6% | +2.8% | -1.1% | +1.2% |
| 30D | +13.3% | +10.2% | +3.1% | +11.6% |
| 3M | +9.7% | +2.4% | +7.4% | +9.3% |
| 6M | +12.8% | +7.7% | +5.1% | +11.4% |
| YTD | +22.3% | +26.0% | -3.7% | +17.7% |
| 1Y | +26.3% | +34.6% | -8.3% | +20.3% |
| 3Y | +45.0% | +26.7% | +18.3% | +38.1% |
| 5Y | +80.2% | +24.9% | +55.3% | +70.9% |
| 10Y | +129.9% | +258.6% | -128.8% | +83.3% |
| All | +2,449.8% | +7,734.8% | -5,285.1% | +1,096.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling