+192.4%
CHD vs EXEL
+320.7%
-128.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | +3.6% | -0.8% | +4.5% | +3.7% |
| 30D | +10.4% | +13.1% | -2.7% | +9.4% |
| 3M | +12.2% | +36.3% | -24.2% | +9.7% |
| 6M | +19.9% | +34.5% | -14.6% | +17.3% |
| YTD | +36.4% | +57.4% | -21.0% | +31.7% |
| 1Y | +35.1% | +62.9% | -27.8% | +30.1% |
| 3Y | +29.2% | +229.5% | -200.3% | +16.8% |
| 5Y | +33.4% | +281.2% | -247.8% | +18.4% |
| All | +192.4% | +320.7% | -128.3% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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