+144.3%
AR vs CHD
+21.8%
+122.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.9% |
| 7D | -1.8% | -2.9% | +1.1% | -1.9% |
| 30D | +12.6% | -6.2% | +18.8% | +12.3% |
| 3M | +10.0% | +1.6% | +8.5% | +10.1% |
| 6M | +0.6% | -3.5% | +4.2% | +0.7% |
| YTD | +13.4% | +16.2% | -2.8% | +13.9% |
| 1Y | +21.7% | +3.4% | +18.3% | +21.9% |
| 3Y | +45.8% | +4.6% | +41.2% | +45.4% |
| 5Y | +144.3% | +21.1% | +123.1% | +168.4% |
| All | +144.3% | +21.8% | +122.5% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling