+2,340.5%
EXC vs CHD
+10,220.8%
-7,880.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.9% |
| 30D | -3.7% | -4.6% | +0.9% | -2.7% |
| 3M | -1.3% | +5.0% | -6.3% | -2.4% |
| 6M | -9.7% | -3.2% | -6.5% | -9.2% |
| YTD | +2.9% | +18.6% | -15.7% | -1.3% |
| 1Y | +4.4% | +4.8% | -0.4% | +2.8% |
| 3Y | +22.2% | +6.1% | +16.1% | +19.5% |
| 5Y | +46.7% | +24.0% | +22.7% | +37.9% |
| 10Y | +155.3% | +124.5% | +30.9% | +113.7% |
| All | +2,340.5% | +10,220.8% | -7,880.3% | +1,177.1% |
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 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