+10,361.2%
CHD vs EXPD
+30,859.1%
-20,497.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.1% |
| 3M | +5.0% | +17.9% | -12.9% | +2.7% |
| 6M | -3.2% | +29.2% | -32.4% | -6.6% |
| YTD | +18.6% | +27.4% | -8.7% | +14.5% |
| 1Y | +4.8% | +56.8% | -52.0% | -1.7% |
| 3Y | +6.1% | +68.0% | -61.9% | -2.0% |
| 5Y | +24.0% | +61.9% | -37.9% | +14.2% |
| 10Y | +124.5% | +316.0% | -191.5% | +82.9% |
| All | +10,361.2% | +30,859.1% | -20,497.8% | +6,253.4% |
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 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