+47.4%
EWZ vs CHD
+176.4%
-129.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.1% |
| 7D | -1.5% | +2.0% | -3.4% | -1.9% |
| 30D | -24.5% | +13.0% | -37.5% | -26.5% |
| 3M | -10.7% | +6.1% | -16.8% | -11.9% |
| 6M | -19.1% | +15.9% | -34.9% | -21.8% |
| YTD | +1.6% | +31.6% | -30.0% | -4.5% |
| 1Y | +4.3% | +28.5% | -24.2% | -1.6% |
| 3Y | +19.0% | +30.5% | -11.5% | +9.8% |
| 5Y | +57.7% | +30.7% | +27.0% | +42.8% |
| All | +47.4% | +176.4% | -129.0% | -0.1% |
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