+126.5%
CHD vs EXPD
+308.0%
-181.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | -6.2% | +4.1% | -10.3% | -7.1% |
| 3M | +1.6% | +13.8% | -12.2% | -1.5% |
| 6M | -3.5% | +27.3% | -30.8% | -8.9% |
| YTD | +16.2% | +25.4% | -9.2% | +9.5% |
| 1Y | +3.4% | +54.4% | -51.0% | -7.6% |
| 3Y | +4.6% | +67.9% | -63.3% | -9.9% |
| 5Y | +21.1% | +59.2% | -38.0% | +4.2% |
| 10Y | +126.5% | +308.6% | -182.0% | +50.0% |
| All | +126.5% | +308.0% | -181.5% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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