+364.8%
ALL vs CHD
+123.8%
+241.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -2.2% | -4.2% | +1.9% | -1.0% |
| 30D | -5.6% | -7.6% | +2.0% | -3.4% |
| 3M | +17.2% | -1.6% | +18.8% | +17.8% |
| 6M | +23.2% | -6.3% | +29.6% | +25.4% |
| YTD | +23.6% | +14.6% | +9.0% | +18.5% |
| 1Y | +29.2% | +1.6% | +27.6% | +28.0% |
| 3Y | +153.8% | +3.1% | +150.7% | +149.4% |
| 5Y | +116.1% | +21.1% | +95.0% | +100.2% |
| 10Y | +364.8% | +128.6% | +236.2% | +281.6% |
| All | +364.8% | +123.8% | +241.0% | +281.6% |
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