+2,451.3%
EXC vs CHD
+11,349.8%
-8,898.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -1.2% | +2.0% | -3.1% | -1.6% |
| 30D | +10.0% | +13.0% | -3.0% | +7.0% |
| 3M | +1.6% | +6.1% | -4.5% | +0.2% |
| 6M | +3.3% | +15.9% | -12.6% | -0.2% |
| YTD | +7.6% | +31.6% | -24.1% | +0.8% |
| 1Y | +3.5% | +28.5% | -25.0% | -2.5% |
| 3Y | +27.7% | +30.5% | -2.8% | +19.3% |
| 5Y | +41.1% | +30.7% | +10.4% | +31.1% |
| 10Y | +178.2% | +184.2% | -6.0% | +122.5% |
| All | +2,451.3% | +11,349.8% | -8,898.5% | +1,204.3% |
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