+1,737.2%
EL vs CHD
+10,609.4%
-8,872.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +7.6% | +2.4% | +5.2% | +6.8% |
| 30D | +15.7% | +13.9% | +1.8% | +10.8% |
| 3M | +30.5% | +8.5% | +22.0% | +27.1% |
| 6M | +32.5% | +20.4% | +12.2% | +24.7% |
| YTD | +9.4% | +34.5% | -25.1% | -0.8% |
| 1Y | +28.4% | +33.8% | -5.4% | +16.5% |
| 3Y | +4.4% | +29.1% | -24.7% | -4.8% |
| 5Y | -64.5% | +31.2% | -95.7% | -68.0% |
| 10Y | +64.9% | +193.1% | -128.3% | +13.7% |
| All | +1,737.2% | +10,609.4% | -8,872.2% | +500.6% |
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 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