+67.3%
ED vs CHD
+21.8%
+45.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +3.0% | +1.6% |
| 7D | +0.5% | -2.9% | +3.4% | +1.5% |
| 30D | +1.1% | -6.2% | +7.3% | +3.3% |
| 3M | +4.6% | +1.6% | +3.1% | +3.9% |
| 6M | -2.0% | -3.5% | +1.6% | -1.1% |
| YTD | +11.7% | +16.2% | -4.5% | +5.3% |
| 1Y | +15.7% | +3.4% | +12.3% | +13.7% |
| 3Y | +34.4% | +4.6% | +29.7% | +30.9% |
| 5Y | +67.3% | +21.1% | +46.2% | +48.1% |
| All | +67.3% | +21.8% | +45.5% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling