+20.6%
CHD vs EXEL
+192.6%
-172.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.1% |
| 3M | -4.0% | +9.2% | -13.3% | -4.7% |
| 6M | -6.5% | +39.1% | -45.6% | -8.9% |
| YTD | +13.1% | +31.0% | -17.9% | +10.6% |
| 1Y | +2.3% | +52.3% | -50.0% | -1.2% |
| 3Y | +1.8% | +159.7% | -158.0% | -7.9% |
| 5Y | +20.6% | +187.7% | -167.2% | +6.7% |
| All | +20.6% | +192.6% | -172.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling