+432.5%
EWZ vs CHD
+4,384.6%
-3,952.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -2.7% | +9.2% | +7.5% |
| 30D | +4.8% | -4.6% | +9.5% | +6.5% |
| 3M | +9.9% | +5.0% | +4.9% | +7.7% |
| 6M | +1.9% | -3.2% | +5.2% | +2.6% |
| YTD | +20.3% | +18.6% | +1.7% | +12.6% |
| 1Y | +35.6% | +4.8% | +30.8% | +32.0% |
| 3Y | +43.4% | +6.1% | +37.3% | +36.3% |
| 5Y | +55.9% | +24.0% | +32.0% | +36.5% |
| 10Y | +84.2% | +124.5% | -40.3% | +22.1% |
| All | +432.5% | +4,384.6% | -3,952.1% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling