+202.3%
ECL vs CHD
+196.1%
+6.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.1% |
| 7D | +2.9% | +3.6% | -0.8% | +1.5% |
| 30D | +7.5% | +10.4% | -2.9% | +3.6% |
| 3M | +12.2% | +12.2% | +0.1% | +7.5% |
| 6M | +24.6% | +19.9% | +4.6% | +16.4% |
| YTD | +18.8% | +36.4% | -17.7% | +5.7% |
| 1Y | +19.3% | +35.1% | -15.8% | +6.5% |
| 3Y | +78.2% | +29.2% | +49.0% | +59.8% |
| 5Y | +38.8% | +33.4% | +5.4% | +20.9% |
| All | +202.3% | +196.1% | +6.2% | +115.4% |
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 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