+736.5%
EXPE vs CHD
+1,491.1%
-754.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -4.2% | +0.4% | -4.6% | -4.3% |
| 30D | -4.5% | +11.6% | -16.1% | -7.5% |
| 3M | -19.7% | +10.7% | -30.4% | -21.9% |
| 6M | +18.3% | +20.2% | -2.0% | +12.3% |
| YTD | -7.3% | +34.5% | -41.8% | -15.6% |
| 1Y | -3.9% | +32.6% | -36.5% | -12.1% |
| 3Y | +123.0% | +29.1% | +93.9% | +102.5% |
| 5Y | +47.9% | +31.5% | +16.4% | +30.5% |
| 10Y | +126.5% | +190.9% | -64.4% | +28.6% |
| All | +736.5% | +1,491.1% | -754.6% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling