+76.2%
EXE vs CHD
+30.9%
+45.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +2.9% | +0.4% | +2.5% | +2.9% |
| 30D | -4.9% | +11.6% | -16.5% | -5.3% |
| 3M | -8.3% | +10.7% | -19.0% | -8.6% |
| 6M | -7.8% | +20.2% | -28.1% | -8.5% |
| YTD | -19.0% | +34.5% | -53.5% | -20.0% |
| 1Y | -24.8% | +32.6% | -57.4% | -25.7% |
| 3Y | +20.8% | +29.1% | -8.3% | +18.7% |
| 5Y | +76.2% | +31.5% | +44.7% | +73.9% |
| All | +76.2% | +30.9% | +45.3% | +73.9% |
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