+47.3%
EXPE vs CHD
+33.2%
+14.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -0.5% | +3.6% | -4.1% | -1.1% |
| 30D | -6.1% | +10.4% | -16.5% | -7.4% |
| 3M | -21.3% | +12.2% | -33.5% | -22.6% |
| 6M | +19.0% | +19.9% | -0.9% | +16.4% |
| YTD | -8.4% | +36.4% | -44.8% | -12.2% |
| 1Y | -2.8% | +35.1% | -37.9% | -6.7% |
| 3Y | +120.8% | +29.2% | +91.6% | +111.8% |
| All | +47.3% | +33.2% | +14.0% | +27.1% |
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 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