+1,582.2%
EL vs CHD
+9,343.5%
-7,761.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +0.8% | -2.7% | +3.5% | +1.7% |
| 30D | +19.8% | -4.6% | +24.5% | +21.7% |
| 3M | +25.7% | +5.0% | +20.7% | +23.6% |
| 6M | +5.4% | -3.2% | +8.7% | +6.5% |
| YTD | +0.2% | +18.6% | -18.4% | -5.3% |
| 1Y | +20.4% | +4.8% | +15.6% | +18.1% |
| 3Y | -32.1% | +6.1% | -38.3% | -34.0% |
| 5Y | -67.2% | +24.0% | -91.1% | -69.9% |
| 10Y | +31.7% | +124.5% | -92.7% | -1.3% |
| All | +1,582.2% | +9,343.5% | -7,761.3% | +473.1% |
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