+3,552.3%
ASX vs CHD
+4,321.0%
-768.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | +2.0% | -4.6% | +6.6% | +2.9% |
| 3M | -1.3% | +5.0% | -6.4% | -3.0% |
| 6M | +71.4% | -3.2% | +74.7% | +71.4% |
| YTD | +135.3% | +18.6% | +116.7% | +124.3% |
| 1Y | +267.5% | +4.8% | +262.7% | +259.1% |
| 3Y | +388.5% | +6.1% | +382.3% | +368.7% |
| 5Y | +417.1% | +24.0% | +393.1% | +368.6% |
| 10Y | +872.7% | +124.5% | +748.3% | +628.7% |
| All | +3,552.3% | +4,321.0% | -768.7% | +1,857.4% |
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