+322.7%
EAT vs CHD
+21.8%
+300.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.3% | -3.1% |
| 7D | -4.9% | -2.9% | -2.0% | -4.5% |
| 30D | -1.2% | -6.2% | +5.0% | -0.3% |
| 3M | +52.2% | +1.6% | +50.7% | +51.7% |
| 6M | +65.0% | -3.5% | +68.6% | +65.7% |
| YTD | +55.0% | +16.2% | +38.8% | +50.0% |
| 1Y | +42.1% | +3.4% | +38.7% | +40.5% |
| 3Y | +614.7% | +4.6% | +610.1% | +598.2% |
| 5Y | +322.7% | +21.1% | +301.6% | +306.8% |
| All | +322.7% | +21.8% | +300.9% | +306.8% |
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 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