+153.5%
EXPE vs CHD
+4.0%
+149.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.0% | -5.8% | -7.7% |
| 7D | -9.8% | -2.9% | -6.8% | -9.5% |
| 30D | -11.5% | -6.2% | -5.3% | -11.2% |
| 3M | +21.7% | +1.6% | +20.2% | +22.1% |
| 6M | +10.4% | -3.5% | +13.9% | +10.4% |
| YTD | -2.5% | +16.2% | -18.8% | -3.0% |
| 1Y | +27.3% | +3.4% | +23.9% | +26.8% |
| 3Y | +153.5% | +4.6% | +148.9% | +166.1% |
| All | +153.5% | +4.0% | +149.5% | +166.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling