+18.7%
EWZ vs CHD
+31.2%
-12.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.4% |
| 7D | +0.8% | +3.6% | -2.9% | +0.7% |
| 30D | -24.4% | +10.4% | -34.8% | -24.4% |
| 3M | -4.6% | +12.2% | -16.8% | -4.8% |
| 6M | -11.6% | +19.9% | -31.5% | -11.8% |
| YTD | +2.4% | +36.4% | -34.0% | +2.5% |
| 1Y | +2.1% | +35.1% | -33.0% | +2.2% |
| 3Y | +18.7% | +29.2% | -10.5% | +19.6% |
| All | +18.7% | +31.2% | -12.5% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling