+2,463.3%
ED vs CHD
+11,631.5%
-9,168.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +11.2% | +12.2% | -1.0% | +8.5% |
| 3M | +11.8% | +9.3% | +2.5% | +9.6% |
| 6M | +14.1% | +24.3% | -10.2% | +8.8% |
| YTD | +23.0% | +34.9% | -11.9% | +15.1% |
| 1Y | +23.7% | +32.7% | -9.0% | +16.1% |
| 3Y | +47.7% | +29.4% | +18.3% | +39.0% |
| 5Y | +82.6% | +31.7% | +50.9% | +70.4% |
| 10Y | +141.8% | +191.7% | -49.9% | +95.1% |
| All | +2,463.3% | +11,631.5% | -9,168.2% | +1,260.0% |
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