+84.1%
EWZ vs CHD
+124.1%
-40.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.4% |
| 7D | +5.6% | -2.9% | +8.5% | +6.2% |
| 30D | +9.3% | -6.2% | +15.5% | +10.7% |
| 3M | +15.7% | +1.6% | +14.1% | +15.0% |
| 6M | +7.4% | -3.5% | +11.0% | +7.9% |
| YTD | +22.7% | +16.2% | +6.5% | +18.2% |
| 1Y | +36.4% | +3.4% | +33.0% | +34.6% |
| 3Y | +50.4% | +4.6% | +45.8% | +45.9% |
| 5Y | +67.6% | +21.1% | +46.5% | +52.5% |
| 10Y | +84.1% | +126.5% | -42.5% | +31.6% |
| All | +84.1% | +124.1% | -40.1% | +31.6% |
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