+2,207.4%
ED vs CHD
+10,220.8%
-8,013.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -2.7% | +2.5% | +0.4% |
| 30D | -0.1% | -4.6% | +4.5% | +0.8% |
| 3M | +3.9% | +5.0% | -1.1% | +2.8% |
| 6M | -3.0% | -3.2% | +0.2% | -2.5% |
| YTD | +10.7% | +18.6% | -8.0% | +6.5% |
| 1Y | +13.3% | +4.8% | +8.5% | +11.8% |
| 3Y | +34.5% | +6.1% | +28.4% | +31.8% |
| 5Y | +67.1% | +24.0% | +43.2% | +58.1% |
| 10Y | +103.0% | +124.5% | -21.4% | +71.9% |
| All | +2,207.4% | +10,220.8% | -8,013.4% | +1,158.1% |
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