+214.8%
B vs CHD
+196.1%
+18.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -7.3% | +3.6% | -11.0% | -8.0% |
| 30D | -3.3% | +10.4% | -13.8% | -5.2% |
| 3M | -7.8% | +12.2% | -19.9% | -9.9% |
| 6M | -15.5% | +19.9% | -35.5% | -18.8% |
| YTD | -12.3% | +36.4% | -48.7% | -17.9% |
| 1Y | +5.4% | +35.1% | -29.8% | -1.3% |
| 3Y | +165.5% | +29.2% | +136.3% | +147.4% |
| 5Y | +107.0% | +33.4% | +73.6% | +87.7% |
| All | +214.8% | +196.1% | +18.8% | +138.0% |
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