+338.3%
ELF vs CHD
+159.8%
+178.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +6.3% |
| 7D | +4.0% | +2.0% | +2.0% | +3.2% |
| 30D | +10.6% | +13.0% | -2.4% | +6.0% |
| 3M | +25.8% | +6.1% | +19.7% | +23.1% |
| 6M | +89.1% | +15.9% | +73.2% | +79.5% |
| YTD | +52.7% | +31.6% | +21.1% | +38.7% |
| 1Y | +51.7% | +28.5% | +23.3% | +38.8% |
| 3Y | +14.2% | +30.5% | -16.2% | +2.9% |
| 5Y | +270.7% | +30.7% | +240.0% | +229.6% |
| 10Y | +341.9% | +184.2% | +157.7% | +180.9% |
| All | +338.3% | +159.8% | +178.5% | +210.4% |
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