+21.3%
EXC vs CHD
+4.0%
+17.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.2% |
| 7D | +1.2% | -2.9% | +4.1% | +2.0% |
| 30D | -2.7% | -6.2% | +3.5% | -1.1% |
| 3M | -1.0% | +1.6% | -2.5% | -1.5% |
| 6M | -9.3% | -3.5% | -5.7% | -8.6% |
| YTD | +3.6% | +16.2% | -12.6% | -1.1% |
| 1Y | +5.9% | +3.4% | +2.5% | +4.8% |
| 3Y | +21.3% | +4.6% | +16.7% | +17.6% |
| All | +21.3% | +4.0% | +17.3% | +17.6% |
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