+125.4%
CHD vs EFV
+169.9%
-44.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -4.5% | -0.8% | -3.7% | -4.3% |
| 30D | -6.7% | +0.6% | -7.4% | -6.9% |
| 3M | -2.7% | +7.5% | -10.3% | -4.5% |
| 6M | -4.9% | +13.0% | -18.0% | -7.9% |
| YTD | +13.3% | +18.3% | -5.0% | +8.5% |
| 1Y | +1.0% | +26.7% | -25.7% | -5.1% |
| 3Y | +1.3% | +89.6% | -88.2% | -14.6% |
| 5Y | +20.8% | +98.2% | -77.4% | -0.2% |
| All | +125.4% | +169.9% | -44.5% | +59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling