+14,137.6%
ECL vs CHD
+11,631.5%
+2,506.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +8.3% | +12.2% | -3.9% | +5.1% |
| 3M | +8.4% | +9.3% | -0.9% | +5.9% |
| 6M | +23.3% | +24.3% | -1.0% | +16.4% |
| YTD | +18.2% | +34.9% | -16.6% | +9.2% |
| 1Y | +18.8% | +32.7% | -13.9% | +10.1% |
| 3Y | +78.5% | +29.4% | +49.1% | +65.5% |
| 5Y | +40.1% | +31.7% | +8.4% | +28.5% |
| 10Y | +196.5% | +191.7% | +4.8% | +121.2% |
| All | +14,137.6% | +11,631.5% | +2,506.1% | +5,440.1% |
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