+11,505.6%
CHD vs EXPD
+30,172.0%
-18,666.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +2.0% | -7.2% | +9.1% | +2.9% |
| 30D | +13.0% | -3.3% | +16.3% | +13.4% |
| 3M | +6.1% | +3.4% | +2.7% | +5.5% |
| 6M | +15.9% | +22.7% | -6.8% | +12.6% |
| YTD | +31.6% | +24.5% | +7.1% | +27.3% |
| 1Y | +28.5% | +38.6% | -10.2% | +22.5% |
| 3Y | +30.5% | +71.5% | -41.0% | +20.1% |
| 5Y | +30.7% | +56.2% | -25.5% | +21.0% |
| 10Y | +184.2% | +310.5% | -126.2% | +131.9% |
| All | +11,505.6% | +30,172.0% | -18,666.5% | +6,963.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling