+82.9%
ED vs CPB
-31.3%
+114.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | +1.6% | +8.0% | -6.3% | -0.5% |
| 30D | +13.3% | +22.4% | -9.1% | +7.0% |
| 3M | +9.7% | +2.5% | +7.2% | +8.4% |
| 6M | +12.8% | +12.2% | +0.6% | +8.2% |
| YTD | +22.3% | -12.8% | +35.1% | +25.9% |
| 1Y | +26.3% | -19.2% | +45.5% | +33.0% |
| 3Y | +45.0% | -35.6% | +80.6% | +63.6% |
| All | +82.9% | -31.3% | +114.2% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling