+4.8%
CHD vs EFV
+30.7%
-25.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | -4.6% | +1.7% | -6.4% | -5.0% |
| 3M | +5.0% | +8.6% | -3.6% | +3.1% |
| 6M | -3.2% | +11.7% | -14.9% | -5.4% |
| YTD | +18.6% | +19.3% | -0.6% | +14.4% |
| 1Y | +4.8% | +30.2% | -25.4% | -0.5% |
| All | +4.8% | +30.7% | -25.9% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling