+248.8%
EW vs CHD
+196.6%
+52.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +22.5% | +12.2% | +10.3% | +17.9% |
| 3M | +13.0% | +9.3% | +3.7% | +9.6% |
| 6M | +37.1% | +24.3% | +12.9% | +27.4% |
| YTD | +24.1% | +34.9% | -10.7% | +12.0% |
| 1Y | +24.2% | +32.7% | -8.5% | +12.7% |
| 3Y | +64.8% | +29.4% | +35.4% | +48.4% |
| 5Y | -7.4% | +31.7% | -39.1% | -17.9% |
| 10Y | +248.8% | +191.7% | +57.1% | +169.2% |
| All | +248.8% | +196.6% | +52.2% | +169.2% |
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