-42.5%
ALB vs CHD
+21.8%
-64.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.5% |
| 7D | -4.4% | -2.9% | -1.5% | -4.6% |
| 30D | -1.2% | -6.2% | +5.0% | -1.7% |
| 3M | -13.3% | +1.6% | -14.9% | -13.1% |
| 6M | -19.8% | -3.5% | -16.2% | -19.7% |
| YTD | -7.9% | +16.2% | -24.2% | -6.8% |
| 1Y | +60.2% | +3.4% | +56.8% | +61.3% |
| 3Y | -26.4% | +4.6% | -31.0% | -25.3% |
| 5Y | -42.5% | +21.1% | -63.7% | -43.7% |
| All | -42.5% | +21.8% | -64.3% | -43.7% |
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