+50.3%
EWZ vs CHD
+181.4%
-131.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.6% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -25.1% | +13.5% | -38.6% | -27.1% |
| 3M | -7.7% | +8.1% | -15.9% | -9.3% |
| 6M | -15.8% | +19.9% | -35.7% | -19.2% |
| YTD | +3.6% | +34.0% | -30.4% | -3.0% |
| 1Y | +5.5% | +29.8% | -24.3% | -0.6% |
| 3Y | +22.1% | +28.7% | -6.6% | +13.3% |
| 5Y | +58.3% | +31.8% | +26.6% | +43.4% |
| 10Y | +50.3% | +178.2% | -127.9% | +1.6% |
| All | +50.3% | +181.4% | -131.1% | +1.6% |
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