+142.7%
EWY vs CHD
+19.7%
+123.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.3% |
| 7D | +1.2% | -4.7% | +5.9% | +0.9% |
| 30D | +9.3% | -8.3% | +17.6% | +8.8% |
| 3M | +2.4% | -4.0% | +6.5% | +2.3% |
| 6M | +40.3% | -6.5% | +46.8% | +40.4% |
| YTD | +88.0% | +13.1% | +74.9% | +87.1% |
| 1Y | +143.8% | +2.3% | +141.5% | +143.6% |
| 3Y | +217.8% | +1.8% | +216.0% | +215.4% |
| 5Y | +142.7% | +20.6% | +122.2% | +139.4% |
| All | +142.7% | +19.7% | +123.1% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling