+221.6%
ACWI vs CHD
+180.1%
+41.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -0.2% | +2.4% | -2.5% | -0.6% |
| 30D | -3.3% | +13.9% | -17.2% | -5.8% |
| 3M | -3.4% | +8.5% | -11.9% | -5.1% |
| 6M | +0.8% | +20.4% | -19.6% | -3.2% |
| YTD | +10.7% | +34.5% | -23.8% | +3.5% |
| 1Y | +11.6% | +33.8% | -22.1% | +4.5% |
| 3Y | +73.4% | +29.1% | +44.2% | +61.1% |
| 5Y | +60.2% | +31.2% | +28.9% | +45.7% |
| 10Y | +221.6% | +193.1% | +28.4% | +146.0% |
| All | +221.6% | +180.1% | +41.5% | +146.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling