+44.3%
AR vs CHD
+123.8%
-79.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | -1.2% | -4.2% | +3.0% | -1.1% |
| 30D | +5.5% | -7.6% | +13.1% | +5.6% |
| 3M | +12.9% | -1.6% | +14.5% | +12.9% |
| 6M | +0.1% | -6.3% | +6.4% | +0.2% |
| YTD | +13.5% | +14.6% | -1.1% | +13.2% |
| 1Y | +21.6% | +1.6% | +20.0% | +21.5% |
| 3Y | +46.0% | +3.1% | +42.8% | +45.3% |
| 5Y | +143.7% | +21.1% | +122.7% | +138.8% |
| 10Y | +44.3% | +128.6% | -84.3% | +26.3% |
| All | +44.3% | +123.8% | -79.5% | +26.3% |
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