+208.6%
B vs CHD
+180.1%
+28.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.2% |
| 7D | +7.1% | +2.4% | +4.7% | +6.7% |
| 30D | -3.3% | +13.9% | -17.2% | -5.8% |
| 3M | -2.5% | +8.5% | -11.1% | -4.2% |
| 6M | -7.2% | +20.4% | -27.6% | -11.0% |
| YTD | -7.4% | +34.5% | -41.9% | -13.1% |
| 1Y | +16.4% | +33.8% | -17.3% | +9.3% |
| 3Y | +178.7% | +29.1% | +149.6% | +159.5% |
| 5Y | +121.7% | +31.2% | +90.5% | +101.8% |
| 10Y | +208.6% | +193.1% | +15.5% | +136.1% |
| All | +208.6% | +180.1% | +28.5% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling