-27.6%
AR vs CHD
+344.8%
-372.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +4.2% |
| 7D | -5.8% | +2.4% | -8.1% | -5.8% |
| 30D | +4.8% | +13.9% | -9.1% | +4.3% |
| 3M | +1.5% | +8.5% | -7.0% | +1.2% |
| 6M | +4.7% | +20.4% | -15.7% | +3.9% |
| YTD | +9.2% | +34.5% | -25.3% | +7.7% |
| 1Y | +11.2% | +33.8% | -22.6% | +9.7% |
| 3Y | +46.2% | +29.1% | +17.1% | +43.4% |
| 5Y | +98.1% | +31.2% | +66.8% | +92.2% |
| 10Y | +54.5% | +193.1% | -138.6% | +25.2% |
| All | -27.6% | +344.8% | -372.4% | -44.4% |
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 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