+43.8%
EXC vs CHD
+30.9%
+12.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -1.2% | +2.0% | -3.1% | -1.8% |
| 30D | +10.0% | +13.0% | -3.0% | +5.8% |
| 3M | +1.6% | +6.1% | -4.5% | -0.3% |
| 6M | +3.3% | +15.9% | -12.6% | -1.6% |
| YTD | +7.6% | +31.6% | -24.1% | -2.1% |
| 1Y | +3.5% | +28.5% | -25.0% | -5.2% |
| 3Y | +27.7% | +30.5% | -2.8% | +15.8% |
| All | +43.8% | +30.9% | +12.9% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling