+11.5%
A vs CHD
+30.9%
-19.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +0.7% | +0.4% | +0.4% | +0.6% |
| 30D | +0.8% | +11.6% | -10.8% | -2.1% |
| 3M | +16.9% | +10.7% | +6.2% | +13.6% |
| 6M | +53.8% | +20.2% | +33.5% | +45.9% |
| YTD | +28.1% | +34.5% | -6.4% | +17.6% |
| 1Y | +15.0% | +32.6% | -17.5% | +6.0% |
| 3Y | +63.1% | +29.1% | +34.0% | +49.0% |
| 5Y | +11.5% | +31.5% | -20.1% | -2.8% |
| All | +11.5% | +30.9% | -19.5% | -2.8% |
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 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