+2,207.4%
ED vs CPB
+325.7%
+1,881.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.0% | -0.4% |
| 7D | -0.2% | -8.6% | +8.4% | +2.2% |
| 30D | -0.1% | -7.2% | +7.1% | +1.7% |
| 3M | +3.9% | +0.9% | +3.0% | +3.2% |
| 6M | -3.0% | -11.8% | +8.8% | -0.5% |
| YTD | +10.7% | -19.4% | +30.1% | +16.2% |
| 1Y | +13.3% | -30.4% | +43.7% | +23.5% |
| 3Y | +34.5% | -40.2% | +74.6% | +51.5% |
| 5Y | +67.1% | -39.5% | +106.7% | +86.5% |
| 10Y | +103.0% | -47.4% | +150.4% | +128.6% |
| All | +2,207.4% | +325.7% | +1,881.7% | +1,267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling