+2,207.4%
ED vs CP
+7,669.4%
-5,462.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.7% | -1.4% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | -0.1% | +0.2% | -0.3% | -0.2% |
| 3M | +3.9% | +2.6% | +1.4% | +3.5% |
| 6M | -3.0% | +6.0% | -9.0% | -4.1% |
| YTD | +10.7% | +24.9% | -14.3% | +6.7% |
| 1Y | +13.3% | +20.1% | -6.8% | +9.8% |
| 3Y | +34.5% | +16.4% | +18.1% | +29.8% |
| 5Y | +67.1% | +31.7% | +35.4% | +57.2% |
| 10Y | +103.0% | +223.9% | -120.8% | +64.2% |
| All | +2,207.4% | +7,669.4% | -5,462.0% | +983.8% |
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