+14,085.9%
ECL vs CHD
+11,557.1%
+2,528.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.5% |
| 7D | -0.5% | +0.8% | -1.3% | -0.7% |
| 30D | +8.8% | +13.5% | -4.6% | +5.3% |
| 3M | +7.8% | +8.1% | -0.3% | +5.6% |
| 6M | +21.3% | +19.9% | +1.4% | +15.6% |
| YTD | +17.8% | +34.0% | -16.2% | +9.0% |
| 1Y | +21.1% | +29.8% | -8.7% | +12.9% |
| 3Y | +80.1% | +28.7% | +51.4% | +67.2% |
| 5Y | +40.5% | +31.8% | +8.7% | +28.9% |
| 10Y | +197.7% | +178.2% | +19.6% | +124.5% |
| All | +14,085.9% | +11,557.1% | +2,528.7% | +5,429.2% |
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