+2.7%
EXE vs CHD
+0.8%
+1.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | -2.2% | -4.7% | +2.5% | -1.9% |
| 30D | -0.8% | -8.3% | +7.5% | -0.3% |
| 3M | +10.0% | -4.0% | +14.1% | +10.3% |
| 6M | -6.3% | -6.5% | +0.2% | -5.7% |
| YTD | -10.7% | +13.1% | -23.8% | -13.0% |
| 1Y | +2.7% | +2.3% | +0.4% | +1.3% |
| All | +2.7% | +0.8% | +1.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling