+45.8%
AR vs CHD
+4.0%
+41.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -1.1% |
| 7D | -1.8% | -2.9% | +1.1% | -2.2% |
| 30D | +12.6% | -6.2% | +18.8% | +11.6% |
| 3M | +10.0% | +1.6% | +8.5% | +10.4% |
| 6M | +0.6% | -3.5% | +4.2% | +0.5% |
| YTD | +13.4% | +16.2% | -2.8% | +16.6% |
| 1Y | +21.7% | +3.4% | +18.3% | +22.3% |
| 3Y | +45.8% | +4.6% | +41.2% | +37.8% |
| All | +45.8% | +4.0% | +41.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling