+54.2%
AR vs CHD
+191.9%
-137.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +6.4% | +0.4% | +6.0% | +6.4% |
| 30D | +3.1% | +11.6% | -8.5% | +3.1% |
| 3M | +3.3% | +10.7% | -7.4% | +3.3% |
| 6M | +6.6% | +20.2% | -13.7% | +6.5% |
| YTD | +12.3% | +34.5% | -22.2% | +12.2% |
| 1Y | +12.3% | +32.6% | -20.2% | +12.2% |
| 3Y | +50.4% | +29.1% | +21.3% | +49.4% |
| 5Y | +101.0% | +31.5% | +69.5% | +98.0% |
| All | +54.2% | +191.9% | -137.7% | +38.9% |
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