-6.7%
EFX vs CHD
+30.9%
-37.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +0.8% |
| 7D | +9.2% | +6.9% | +2.2% | +5.1% |
| 30D | +34.8% | +17.1% | +17.7% | +24.6% |
| 3M | +8.8% | +9.1% | -0.3% | +3.7% |
| 6M | +12.3% | +21.4% | -9.1% | +4.3% |
| YTD | -10.6% | +34.9% | -45.5% | -19.4% |
| 1Y | -6.7% | +31.0% | -37.8% | -14.5% |
| All | -6.7% | +30.9% | -37.7% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling