+38.6%
ALB vs CHD
+196.1%
-157.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | -5.8% | +3.6% | -9.4% | -6.2% |
| 30D | -4.5% | +10.4% | -14.9% | -5.8% |
| 3M | -28.1% | +12.2% | -40.3% | -29.2% |
| 6M | -53.2% | +19.9% | -73.1% | -54.4% |
| YTD | -33.3% | +36.4% | -69.7% | -36.3% |
| 1Y | -17.4% | +35.1% | -52.6% | -21.1% |
| 3Y | -14.1% | +29.2% | -43.3% | -18.3% |
| 5Y | -64.0% | +33.4% | -97.4% | -66.9% |
| All | +38.6% | +196.1% | -157.5% | +0.9% |
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