-24.2%
AR vs CHD
+292.2%
-316.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.5% | -2.7% | +5.2% | +2.6% |
| 30D | +14.8% | -4.6% | +19.4% | +15.0% |
| 3M | +6.2% | +5.0% | +1.2% | +6.0% |
| 6M | +4.3% | -3.2% | +7.5% | +4.4% |
| YTD | +14.4% | +18.6% | -4.3% | +13.3% |
| 1Y | +21.3% | +4.8% | +16.5% | +20.9% |
| 3Y | +39.8% | +6.1% | +33.7% | +38.5% |
| 5Y | +142.1% | +24.0% | +118.1% | +134.7% |
| 10Y | +52.0% | +124.5% | -72.4% | +28.4% |
| All | -24.2% | +292.2% | -316.4% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling