-64.5%
EL vs CHD
+31.9%
-96.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +7.6% | +2.4% | +5.2% | +6.6% |
| 30D | +15.7% | +13.9% | +1.8% | +9.1% |
| 3M | +30.5% | +8.5% | +22.0% | +25.8% |
| 6M | +32.5% | +20.4% | +12.2% | +22.1% |
| YTD | +9.4% | +34.5% | -25.1% | -3.9% |
| 1Y | +28.4% | +33.8% | -5.4% | +12.8% |
| 3Y | +4.4% | +29.1% | -24.7% | -8.1% |
| 5Y | -64.5% | +31.2% | -95.7% | -70.3% |
| All | -64.5% | +31.9% | -96.4% | -70.3% |
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