+732.4%
EXPE vs CHD
+1,495.2%
-762.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | -17.8% | 0.0% | -17.7% | -17.7% |
| 30D | -3.2% | +12.2% | -15.4% | -6.4% |
| 3M | -19.0% | +9.3% | -28.3% | -21.0% |
| 6M | +17.7% | +24.3% | -6.5% | +10.6% |
| YTD | -7.8% | +34.9% | -42.6% | -16.1% |
| 1Y | -1.4% | +32.7% | -34.1% | -9.8% |
| 3Y | +121.9% | +29.4% | +92.5% | +101.4% |
| 5Y | +44.3% | +31.7% | +12.6% | +27.2% |
| 10Y | +125.4% | +191.7% | -66.3% | +27.9% |
| All | +732.4% | +1,495.2% | -762.8% | +102.6% |
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