+29.2%
ALL vs CHD
+2.2%
+27.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -2.2% | -4.2% | +1.9% | -1.1% |
| 30D | -5.6% | -7.6% | +2.0% | -3.6% |
| 3M | +17.2% | -1.6% | +18.8% | +17.9% |
| 6M | +23.2% | -6.3% | +29.6% | +24.6% |
| YTD | +23.6% | +14.6% | +9.0% | +20.8% |
| 1Y | +29.2% | +1.6% | +27.6% | +31.1% |
| All | +29.2% | +2.2% | +27.0% | +31.1% |
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