+2,449.8%
ED vs CPB
+360.6%
+2,089.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +9.7% | +2.5% | +7.2% | +8.5% |
| 6M | +12.8% | +12.2% | +0.6% | +8.5% |
| YTD | +22.3% | -12.8% | +35.1% | +25.4% |
| 1Y | +26.3% | -19.2% | +45.5% | +32.0% |
| 3Y | +45.0% | -35.6% | +80.6% | +59.8% |
| 5Y | +80.2% | -31.4% | +111.6% | +93.9% |
| 10Y | +129.9% | -37.9% | +167.8% | +147.1% |
| All | +2,449.8% | +360.6% | +2,089.2% | +1,375.9% |
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