+851.5%
DE vs CHD
+126.1%
+725.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | +9.0% | -6.7% | +15.8% | +10.4% |
| 3M | +19.1% | -2.7% | +21.9% | +19.6% |
| 6M | +14.4% | -4.9% | +19.3% | +15.2% |
| YTD | +45.9% | +13.3% | +32.6% | +42.2% |
| 1Y | +43.6% | +1.0% | +42.6% | +42.8% |
| 3Y | +75.9% | +1.3% | +74.6% | +73.5% |
| 5Y | +98.8% | +20.8% | +77.9% | +85.3% |
| All | +851.5% | +126.1% | +725.4% | +673.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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