+476.0%
A vs CHD
+2,669.7%
-2,193.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -1.9% | -2.7% | +0.7% | -1.0% |
| 30D | +6.9% | -4.6% | +11.5% | +8.7% |
| 3M | +9.2% | +5.0% | +4.2% | +6.9% |
| 6M | +25.7% | -3.2% | +28.9% | +26.5% |
| YTD | +11.5% | +18.6% | -7.1% | +3.9% |
| 1Y | +18.4% | +4.8% | +13.5% | +15.2% |
| 3Y | +26.6% | +6.1% | +20.5% | +20.9% |
| 5Y | -12.8% | +24.0% | -36.8% | -22.7% |
| 10Y | +247.2% | +124.5% | +122.7% | +135.5% |
| All | +476.0% | +2,669.7% | -2,193.7% | +120.5% |
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