+26.5%
EL vs CHD
+128.6%
-102.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | -2.4% | -4.2% | +1.8% | -0.7% |
| 30D | +13.7% | -7.6% | +21.2% | +17.3% |
| 3M | +14.5% | -1.6% | +16.1% | +15.1% |
| 6M | +7.4% | -6.3% | +13.7% | +10.0% |
| YTD | -4.7% | +14.6% | -19.3% | -9.8% |
| 1Y | +12.9% | +1.6% | +11.3% | +11.7% |
| 3Y | -32.2% | +3.1% | -35.4% | -33.9% |
| 5Y | -68.4% | +21.1% | -89.5% | -71.4% |
| All | +26.5% | +128.6% | -102.1% | -12.6% |
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