+153.4%
EXE vs CHD
+45.6%
+107.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +5.3% | +3.6% | +1.7% | +5.3% |
| 30D | -2.2% | +10.4% | -12.6% | -2.1% |
| 3M | -5.9% | +12.2% | -18.1% | -5.8% |
| 6M | -5.7% | +19.9% | -25.6% | -5.6% |
| YTD | -17.8% | +36.4% | -54.2% | -17.7% |
| 1Y | -23.1% | +35.1% | -58.3% | -23.0% |
| 3Y | +21.2% | +29.2% | -8.0% | +21.2% |
| 5Y | +78.8% | +33.4% | +45.4% | +81.2% |
| All | +153.4% | +45.6% | +107.9% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling