+330.0%
ACWI vs CHD
+953.4%
-623.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -2.4% | +2.0% | -4.3% | -3.1% |
| 30D | -5.2% | +13.0% | -18.2% | -9.4% |
| 3M | -4.8% | +6.1% | -10.9% | -7.1% |
| 6M | -1.3% | +15.9% | -17.2% | -7.2% |
| YTD | +8.4% | +31.6% | -23.2% | -3.2% |
| 1Y | +11.0% | +28.5% | -17.4% | -0.1% |
| 3Y | +70.6% | +30.5% | +40.1% | +48.6% |
| 5Y | +55.3% | +30.7% | +24.6% | +31.8% |
| 10Y | +223.2% | +184.2% | +39.0% | +71.2% |
| All | +330.0% | +953.4% | -623.5% | -7.1% |
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