+295.3%
ESI vs CHD
+125.6%
+169.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -2.3% | -4.7% | +2.4% | -1.6% |
| 30D | -9.0% | -8.3% | -0.7% | -7.8% |
| 3M | -13.3% | -4.0% | -9.2% | -12.9% |
| 6M | +5.3% | -6.5% | +11.8% | +6.0% |
| YTD | +37.6% | +13.1% | +24.5% | +33.5% |
| 1Y | +33.6% | +2.3% | +31.3% | +32.0% |
| 3Y | +75.8% | +1.8% | +74.0% | +72.1% |
| 5Y | +68.6% | +20.6% | +48.0% | +56.5% |
| All | +295.3% | +125.6% | +169.7% | +234.2% |
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