+56.1%
B vs CHD
+2.2%
+53.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.9% |
| 7D | +1.0% | -4.2% | +5.2% | +0.5% |
| 30D | +9.5% | -7.6% | +17.1% | +8.3% |
| 3M | +14.3% | -1.6% | +15.9% | +14.5% |
| 6M | -1.9% | -6.3% | +4.4% | -2.6% |
| YTD | +4.1% | +14.6% | -10.5% | +12.2% |
| 1Y | +56.1% | +1.6% | +54.5% | +46.4% |
| All | +56.1% | +2.2% | +53.9% | +46.4% |
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 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