+124.9%
CHD vs EXEL
+386.3%
-261.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -4.7% | -2.9% | -1.8% | -4.5% |
| 30D | -8.3% | +11.9% | -20.2% | -9.0% |
| 3M | -4.0% | +9.2% | -13.3% | -4.7% |
| 6M | -6.5% | +39.1% | -45.6% | -8.7% |
| YTD | +13.1% | +31.0% | -17.9% | +10.8% |
| 1Y | +2.3% | +52.3% | -50.0% | -0.9% |
| 3Y | +1.8% | +159.7% | -158.0% | -5.8% |
| 5Y | +20.6% | +187.7% | -167.2% | +9.9% |
| All | +124.9% | +386.3% | -261.4% | +97.2% |
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