+24.6%
CHD vs EXPD
+61.6%
-37.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -2.7% | -1.1% | -1.5% | -2.5% |
| 30D | -4.6% | +4.1% | -8.7% | -5.2% |
| 3M | +5.0% | +17.9% | -12.9% | +2.3% |
| 6M | -3.2% | +29.2% | -32.4% | -7.2% |
| YTD | +18.6% | +27.4% | -8.7% | +13.5% |
| 1Y | +4.8% | +56.8% | -52.0% | -3.5% |
| 3Y | +6.1% | +68.0% | -61.9% | -4.7% |
| All | +24.6% | +61.6% | -37.0% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling