+46.1%
ASML vs CHD
+30.9%
+15.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -2.3% |
| 7D | -10.0% | +6.9% | -17.0% | -6.9% |
| 30D | -19.4% | +17.1% | -36.6% | -13.2% |
| 3M | -12.5% | +9.1% | -21.6% | -8.3% |
| 6M | +8.2% | +21.4% | -13.1% | +17.3% |
| YTD | +40.7% | +34.9% | +5.8% | +70.0% |
| 1Y | +46.1% | +31.0% | +15.1% | +73.6% |
| All | +46.1% | +30.9% | +15.2% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling