+99.4%
DE vs CHD
+19.7%
+79.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -2.4% | -4.7% | +2.3% | -1.8% |
| 30D | +9.7% | -8.3% | +18.0% | +10.8% |
| 3M | +21.4% | -4.0% | +25.4% | +21.8% |
| 6M | +15.0% | -6.5% | +21.5% | +15.7% |
| YTD | +46.4% | +13.1% | +33.3% | +44.5% |
| 1Y | +45.6% | +2.3% | +43.3% | +45.0% |
| 3Y | +76.8% | +1.8% | +75.0% | +76.1% |
| 5Y | +99.4% | +20.6% | +78.8% | +90.1% |
| All | +99.4% | +19.7% | +79.7% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling