+13.7%
AR vs CHD
+30.9%
-17.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -5.9% |
| 7D | -11.1% | +6.9% | -18.1% | -10.5% |
| 30D | +7.9% | +17.1% | -9.2% | +9.3% |
| 3M | +4.9% | +9.1% | -4.2% | +5.7% |
| 6M | -5.3% | +21.4% | -26.7% | -3.1% |
| YTD | +8.6% | +34.9% | -26.2% | +10.1% |
| 1Y | +13.7% | +31.0% | -17.4% | +17.0% |
| All | +13.7% | +30.9% | -17.3% | +17.0% |
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