+29.2%
CHD vs EXPD
+75.3%
-46.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.5% |
| 7D | +3.6% | +5.5% | -1.9% | +3.1% |
| 30D | +10.4% | -0.8% | +11.2% | +10.4% |
| 3M | +12.2% | +4.1% | +8.0% | +11.6% |
| 6M | +19.9% | +25.7% | -5.8% | +17.0% |
| YTD | +36.4% | +31.4% | +5.0% | +32.0% |
| 1Y | +35.1% | +42.2% | -7.1% | +29.5% |
| 3Y | +29.2% | +77.2% | -48.0% | +16.4% |
| All | +29.2% | +75.3% | -46.1% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling