+490.0%
EAT vs CHD
+29.7%
+460.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | -8.9% | 0.0% | -8.9% | -8.9% |
| 30D | +3.4% | +12.2% | -8.8% | +2.0% |
| 3M | -9.3% | +9.3% | -18.7% | -10.4% |
| 6M | +43.8% | +24.3% | +19.5% | +39.8% |
| YTD | +39.9% | +34.9% | +5.0% | +33.4% |
| 1Y | +89.7% | +32.7% | +57.0% | +81.3% |
| All | +490.0% | +29.7% | +460.3% | +478.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling