+357.2%
ELF vs CHD
+180.1%
+177.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.3% | +2.4% | +3.9% | +5.4% |
| 30D | +8.5% | +13.9% | -5.4% | +3.8% |
| 3M | +24.4% | +8.5% | +15.9% | +20.9% |
| 6M | +94.7% | +20.4% | +74.4% | +82.7% |
| YTD | +55.9% | +34.5% | +21.3% | +40.6% |
| 1Y | +48.4% | +33.8% | +14.7% | +34.2% |
| 3Y | +24.6% | +29.1% | -4.5% | +12.7% |
| 5Y | +285.0% | +31.2% | +253.8% | +242.1% |
| 10Y | +357.2% | +193.1% | +164.1% | +184.9% |
| All | +357.2% | +180.1% | +177.1% | +184.9% |
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