+4,504.5%
ETR vs CHD
+11,766.8%
-7,262.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +1.2% | +3.6% | -2.5% | +0.4% |
| 30D | +7.0% | +10.4% | -3.4% | +4.7% |
| 3M | +4.6% | +12.2% | -7.6% | +1.9% |
| 6M | +0.1% | +19.9% | -19.8% | -3.9% |
| YTD | +23.2% | +36.4% | -13.2% | +14.7% |
| 1Y | +20.6% | +35.1% | -14.5% | +12.5% |
| 3Y | +156.3% | +29.2% | +127.1% | +139.6% |
| 5Y | +159.6% | +33.4% | +126.2% | +140.0% |
| 10Y | +377.1% | +195.0% | +182.1% | +278.5% |
| All | +4,504.5% | +11,766.8% | -7,262.4% | +2,195.4% |
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