+372.3%
EAT vs CHD
+125.6%
+246.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -6.2% | -4.7% | -1.5% | -5.7% |
| 30D | -3.0% | -8.3% | +5.3% | -2.1% |
| 3M | +45.6% | -4.0% | +49.7% | +46.2% |
| 6M | +53.5% | -6.5% | +60.1% | +54.6% |
| YTD | +49.6% | +13.1% | +36.5% | +46.7% |
| 1Y | +38.9% | +2.3% | +36.6% | +37.9% |
| 3Y | +589.7% | +1.8% | +587.9% | +582.3% |
| 5Y | +318.7% | +20.6% | +298.1% | +302.1% |
| All | +372.3% | +125.6% | +246.6% | +321.0% |
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