-35.9%
EFX vs CHD
+19.7%
-55.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -11.1% | -4.7% | -6.4% | -9.6% |
| 30D | -7.4% | -8.3% | +0.9% | -4.5% |
| 3M | +1.5% | -4.0% | +5.5% | +3.2% |
| 6M | -13.7% | -6.5% | -7.2% | -11.6% |
| YTD | -21.9% | +13.1% | -34.9% | -25.1% |
| 1Y | -30.8% | +2.3% | -33.1% | -31.5% |
| 3Y | -12.4% | +1.8% | -14.2% | -14.5% |
| 5Y | -35.9% | +20.6% | -56.5% | -41.1% |
| All | -35.9% | +19.7% | -55.6% | -41.1% |
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