+141.3%
ED vs CPB
-40.9%
+182.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.1% |
| 7D | +2.1% | +2.9% | -0.8% | +1.2% |
| 30D | +12.4% | +17.6% | -5.2% | +7.1% |
| 3M | +13.1% | +2.0% | +11.1% | +11.9% |
| 6M | +14.1% | +11.6% | +2.4% | +9.4% |
| YTD | +23.1% | -13.8% | +36.8% | +27.0% |
| 1Y | +25.4% | -21.6% | +47.0% | +33.1% |
| 3Y | +47.9% | -35.8% | +83.7% | +65.5% |
| 5Y | +81.9% | -33.3% | +115.2% | +99.5% |
| 10Y | +141.3% | -39.4% | +180.7% | +151.8% |
| All | +141.3% | -40.9% | +182.2% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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