+12,781.7%
ECL vs CHD
+10,220.8%
+2,560.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -2.6% | -2.7% | +0.1% | -1.9% |
| 30D | -2.2% | -4.6% | +2.5% | -1.0% |
| 3M | +10.1% | +5.0% | +5.1% | +8.7% |
| 6M | -5.7% | -3.2% | -2.5% | -5.0% |
| YTD | +7.0% | +18.6% | -11.7% | +2.2% |
| 1Y | +2.7% | +4.8% | -2.2% | +1.1% |
| 3Y | +57.7% | +6.1% | +51.6% | +53.7% |
| 5Y | +31.1% | +24.0% | +7.2% | +22.3% |
| 10Y | +150.9% | +124.5% | +26.4% | +99.5% |
| All | +12,781.7% | +10,220.8% | +2,560.8% | +5,083.5% |
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