+15.0%
A vs CHD
+32.9%
-17.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | +0.8% | +11.6% | -10.8% | -0.8% |
| 3M | +16.9% | +10.7% | +6.2% | +15.0% |
| 6M | +53.8% | +20.2% | +33.5% | +48.6% |
| YTD | +28.1% | +34.5% | -6.4% | +21.7% |
| 1Y | +15.0% | +32.6% | -17.5% | +9.8% |
| All | +15.0% | +32.9% | -17.9% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling