+55.5%
AR vs CHD
+196.6%
-141.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +4.5% | +12.2% | -7.7% | +4.5% |
| 3M | +1.0% | +9.3% | -8.3% | +1.0% |
| 6M | +4.4% | +24.3% | -19.8% | +4.4% |
| YTD | +10.9% | +34.9% | -24.0% | +10.7% |
| 1Y | +8.6% | +32.7% | -24.1% | +8.4% |
| 3Y | +48.5% | +29.4% | +19.1% | +47.5% |
| 5Y | +95.7% | +31.7% | +64.0% | +92.8% |
| 10Y | +55.5% | +191.7% | -136.2% | +39.2% |
| All | +55.5% | +196.6% | -141.1% | +39.2% |
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