+152.4%
EXPE vs CHD
+128.6%
+23.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | -11.5% | -4.2% | -7.4% | -11.2% |
| 30D | -13.1% | -7.6% | -5.5% | -12.5% |
| 3M | +18.1% | -1.6% | +19.7% | +18.5% |
| 6M | +13.3% | -6.3% | +19.6% | +13.8% |
| YTD | -3.2% | +14.6% | -17.8% | -4.3% |
| 1Y | +26.1% | +1.6% | +24.6% | +25.8% |
| 3Y | +151.7% | +3.1% | +148.6% | +150.2% |
| 5Y | +88.3% | +21.1% | +67.3% | +83.3% |
| All | +152.4% | +128.6% | +23.8% | +124.9% |
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 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