-14.1%
A vs CHD
+21.0%
-35.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.6% | -2.1% |
| 7D | -2.1% | -2.9% | +0.9% | -1.3% |
| 30D | +0.6% | -6.2% | +6.8% | +2.2% |
| 3M | +10.9% | +1.6% | +9.3% | +10.2% |
| 6M | +28.2% | -3.5% | +31.7% | +29.0% |
| YTD | +8.6% | +16.2% | -7.6% | +3.6% |
| 1Y | +15.5% | +3.4% | +12.1% | +13.8% |
| 3Y | +31.8% | +4.6% | +27.2% | +27.5% |
| All | -14.1% | +21.0% | -35.1% | -24.2% |
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