+77.5%
AR vs CHD
+31.0%
+46.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.9% |
| 7D | -14.3% | +2.0% | -16.2% | -14.2% |
| 30D | +1.4% | +13.0% | -11.6% | +1.7% |
| 3M | +3.4% | +6.1% | -2.7% | +3.5% |
| 6M | -2.1% | +15.9% | -17.9% | -1.6% |
| YTD | +4.7% | +31.6% | -26.9% | +5.3% |
| 1Y | +10.6% | +28.5% | -17.9% | +11.2% |
| 3Y | +24.6% | +30.5% | -5.9% | +22.9% |
| All | +77.5% | +31.0% | +46.4% | +69.4% |
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