+11,556.1%
EAT vs CHD
+10,220.8%
+1,335.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | +1.9% | -4.6% | +6.5% | +3.0% |
| 3M | +68.7% | +5.0% | +63.6% | +66.4% |
| 6M | +66.9% | -3.2% | +70.1% | +67.5% |
| YTD | +60.4% | +18.6% | +41.8% | +53.0% |
| 1Y | +44.0% | +4.8% | +39.2% | +41.2% |
| 3Y | +604.7% | +6.1% | +598.6% | +583.6% |
| 5Y | +347.0% | +24.0% | +323.1% | +312.8% |
| 10Y | +390.8% | +124.5% | +266.3% | +276.6% |
| All | +11,556.1% | +10,220.8% | +1,335.3% | +3,508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling