+104.0%
ED vs CPB
-45.7%
+149.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | +0.5% | -8.2% | +8.8% | +3.0% |
| 30D | +1.1% | -5.6% | +6.7% | +2.6% |
| 3M | +4.6% | +3.0% | +1.7% | +3.1% |
| 6M | -2.0% | -12.7% | +10.7% | +1.3% |
| YTD | +11.7% | -18.0% | +29.7% | +17.3% |
| 1Y | +15.7% | -31.7% | +47.5% | +28.5% |
| 3Y | +34.4% | -41.0% | +75.3% | +54.8% |
| 5Y | +67.3% | -38.4% | +105.7% | +88.4% |
| 10Y | +104.0% | -45.0% | +149.0% | +132.6% |
| All | +104.0% | -45.7% | +149.7% | +132.6% |
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