+2,979.8%
ASX vs CHD
+4,804.6%
-1,824.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.8% |
| 7D | -19.9% | +2.0% | -21.9% | -20.3% |
| 30D | -30.9% | +13.0% | -43.9% | -32.7% |
| 3M | -15.1% | +6.1% | -21.2% | -16.4% |
| 6M | -6.5% | +15.9% | -22.3% | -10.1% |
| YTD | +98.4% | +31.6% | +66.8% | +84.7% |
| 1Y | +107.9% | +28.5% | +79.4% | +94.3% |
| 3Y | +325.3% | +30.5% | +294.8% | +289.1% |
| 5Y | +447.3% | +30.7% | +416.6% | +391.6% |
| 10Y | +763.2% | +184.2% | +579.0% | +509.3% |
| All | +2,979.8% | +4,804.6% | -1,824.9% | +1,512.1% |
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