+6,459.5%
EFX vs CHD
+10,220.8%
-3,761.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -8.6% | -2.7% | -6.0% | -8.0% |
| 30D | +0.1% | -4.6% | +4.7% | +1.3% |
| 3M | +3.8% | +5.0% | -1.2% | +2.7% |
| 6M | -13.5% | -3.2% | -10.3% | -12.7% |
| YTD | -17.7% | +18.6% | -36.3% | -21.4% |
| 1Y | -25.6% | +4.8% | -30.4% | -26.7% |
| 3Y | -12.1% | +6.1% | -18.2% | -14.4% |
| 5Y | -33.8% | +24.0% | -57.8% | -38.4% |
| 10Y | +45.1% | +124.5% | -79.3% | +15.2% |
| All | +6,459.5% | +10,220.8% | -3,761.3% | +2,420.2% |
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