+4,770.7%
CHD vs EXEL
+273.2%
+4,497.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.7% | +8.4% | -11.1% | -3.1% |
| 30D | -4.6% | +4.1% | -8.7% | -4.9% |
| 3M | +5.0% | +12.4% | -7.4% | +4.3% |
| 6M | -3.2% | +41.5% | -44.8% | -5.3% |
| YTD | +18.6% | +34.6% | -16.0% | +16.4% |
| 1Y | +4.8% | +57.9% | -53.0% | +1.8% |
| 3Y | +6.1% | +159.5% | -153.4% | -0.6% |
| 5Y | +24.0% | +198.5% | -174.5% | +14.6% |
| 10Y | +124.5% | +411.4% | -286.9% | +94.9% |
| All | +4,770.7% | +273.2% | +4,497.5% | +3,191.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling