+1,259.3%
CHD vs EFV
+253.2%
+1,006.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -4.2% | -0.5% | -3.6% | -4.0% |
| 30D | -7.6% | 0.0% | -7.6% | -7.6% |
| 3M | -1.6% | +8.4% | -10.0% | -4.1% |
| 6M | -6.3% | +12.3% | -18.7% | -9.8% |
| YTD | +14.6% | +17.4% | -2.8% | +8.8% |
| 1Y | +1.6% | +27.1% | -25.5% | -5.9% |
| 3Y | +3.1% | +90.7% | -87.6% | -16.5% |
| 5Y | +21.1% | +95.6% | -74.5% | -3.6% |
| 10Y | +128.6% | +165.3% | -36.7% | +60.4% |
| All | +1,259.3% | +253.2% | +1,006.1% | +704.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling