+28.4%
ALL vs CHD
+33.1%
-4.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -0.1% | +2.4% | -2.5% | -1.0% |
| 30D | +13.8% | +13.9% | -0.1% | +9.1% |
| 3M | -2.8% | +8.5% | -11.3% | -5.5% |
| 6M | +23.7% | +20.4% | +3.3% | +17.3% |
| YTD | +27.3% | +34.5% | -7.3% | +17.0% |
| All | +28.4% | +33.1% | -4.7% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling