-61.6%
ALB vs CHD
+33.4%
-95.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | 0.0% |
| 7D | +9.5% | +0.8% | +8.7% | +9.5% |
| 30D | -2.1% | +13.5% | -15.6% | -1.2% |
| 3M | -24.1% | +8.1% | -32.3% | -23.7% |
| 6M | -51.0% | +19.9% | -70.9% | -50.3% |
| YTD | -29.3% | +34.0% | -63.3% | -27.7% |
| 1Y | +3.2% | +29.8% | -26.6% | +5.3% |
| 3Y | -9.3% | +28.7% | -38.0% | -6.7% |
| 5Y | -61.6% | +31.8% | -93.4% | -63.0% |
| All | -61.6% | +33.4% | -95.0% | -63.0% |
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 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