+59.1%
ACWI vs CHD
+33.2%
+25.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +2.4% | +3.6% | -1.2% | +2.1% |
| 30D | -1.7% | +10.4% | -12.1% | -2.7% |
| 3M | -3.9% | +12.2% | -16.1% | -5.2% |
| 6M | +0.8% | +19.9% | -19.1% | -1.4% |
| YTD | +11.0% | +36.4% | -25.4% | +6.7% |
| 1Y | +13.1% | +35.1% | -22.0% | +8.8% |
| 3Y | +73.9% | +29.2% | +44.7% | +65.7% |
| All | +59.1% | +33.2% | +25.9% | +46.7% |
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