+303.5%
EWY vs CHD
+126.1%
+177.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.1% | -4.5% | +4.4% | +0.4% |
| 30D | +7.3% | -6.7% | +14.0% | +8.1% |
| 3M | -5.1% | -2.7% | -2.4% | -5.2% |
| 6M | +42.1% | -4.9% | +47.0% | +42.3% |
| YTD | +94.1% | +13.3% | +80.8% | +89.0% |
| 1Y | +147.8% | +1.0% | +146.8% | +145.6% |
| 3Y | +222.9% | +1.3% | +221.6% | +216.1% |
| 5Y | +150.6% | +20.8% | +129.8% | +132.0% |
| All | +303.5% | +126.1% | +177.4% | +213.5% |
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