+39.7%
EFX vs CHD
+126.1%
-86.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -4.5% | -4.5% | -0.1% | -2.9% |
| 30D | -6.1% | -6.7% | +0.6% | -3.7% |
| 3M | +6.2% | -2.7% | +8.9% | +7.5% |
| 6M | -11.2% | -4.9% | -6.3% | -9.5% |
| YTD | -21.4% | +13.3% | -34.7% | -25.1% |
| 1Y | -34.3% | +1.0% | -35.3% | -34.8% |
| 3Y | -12.5% | +1.3% | -13.8% | -14.5% |
| 5Y | -35.6% | +20.8% | -56.4% | -42.1% |
| All | +39.7% | +126.1% | -86.4% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling