+134.3%
ED vs CPB
-39.9%
+174.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -0.1% | +3.3% | -3.3% | -1.0% |
| 30D | +11.6% | +19.0% | -7.4% | +5.9% |
| 3M | +10.5% | +0.4% | +10.1% | +9.9% |
| 6M | +13.2% | +13.0% | +0.2% | +8.2% |
| YTD | +22.1% | -12.7% | +34.9% | +25.6% |
| 1Y | +24.2% | -20.9% | +45.0% | +31.4% |
| 3Y | +46.9% | -35.4% | +82.3% | +64.2% |
| 5Y | +80.8% | -32.3% | +113.1% | +97.4% |
| 10Y | +134.3% | -40.5% | +174.8% | +149.1% |
| All | +134.3% | -39.9% | +174.2% | +149.1% |
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