+266.6%
EW vs CHD
+191.9%
+74.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | +4.9% | +0.4% | +4.6% | +4.8% |
| 30D | +24.1% | +11.6% | +12.5% | +19.6% |
| 3M | +13.7% | +10.7% | +3.0% | +9.9% |
| 6M | +32.7% | +20.2% | +12.5% | +24.6% |
| YTD | +24.1% | +34.5% | -10.4% | +12.1% |
| 1Y | +23.6% | +32.6% | -8.9% | +12.1% |
| 3Y | +64.8% | +29.1% | +35.7% | +48.4% |
| 5Y | -8.8% | +31.5% | -40.3% | -19.1% |
| All | +266.6% | +191.9% | +74.6% | +179.2% |
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