-67.4%
EL vs CHD
+21.8%
-89.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.2% |
| 7D | +1.7% | -2.9% | +4.6% | +3.0% |
| 30D | +15.5% | -6.2% | +21.7% | +18.7% |
| 3M | +20.6% | +1.6% | +19.0% | +19.7% |
| 6M | +10.5% | -3.5% | +14.0% | +11.9% |
| YTD | -1.9% | +16.2% | -18.1% | -8.0% |
| 1Y | +16.1% | +3.4% | +12.7% | +14.0% |
| 3Y | -30.2% | +4.6% | -34.8% | -32.5% |
| 5Y | -67.4% | +21.1% | -88.5% | -70.8% |
| All | -67.4% | +21.8% | -89.2% | -70.8% |
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