+61.9%
EL vs CHD
+191.9%
-130.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +10.8% | +11.6% | -0.8% | +5.9% |
| 3M | +26.5% | +10.7% | +15.8% | +21.3% |
| 6M | +31.1% | +20.2% | +10.9% | +21.6% |
| YTD | +6.6% | +34.5% | -27.9% | -5.4% |
| 1Y | +21.8% | +32.6% | -10.7% | +8.5% |
| 3Y | +1.8% | +29.1% | -27.3% | -9.2% |
| 5Y | -65.6% | +31.5% | -97.1% | -70.0% |
| All | +61.9% | +191.9% | -130.0% | +3.2% |
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 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