+145.0%
ALL vs CHD
+30.9%
+114.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -3.9% |
| 7D | -1.9% | +2.0% | -3.9% | -2.5% |
| 30D | +13.8% | +13.0% | +0.8% | +9.7% |
| 3M | -7.0% | +6.1% | -13.1% | -8.6% |
| 6M | +18.0% | +15.9% | +2.2% | +12.9% |
| YTD | +24.2% | +31.6% | -7.4% | +14.1% |
| 1Y | +31.2% | +28.5% | +2.7% | +21.3% |
| 3Y | +107.5% | +30.5% | +77.1% | +91.6% |
| All | +145.0% | +30.9% | +114.1% | +116.4% |
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