+5.4%
B vs CHD
+33.5%
-28.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.7% |
| 7D | -7.3% | +3.6% | -11.0% | -7.5% |
| 30D | -3.3% | +10.4% | -13.8% | -3.5% |
| 3M | -7.8% | +12.2% | -19.9% | -8.0% |
| 6M | -15.5% | +19.9% | -35.5% | -16.1% |
| YTD | -12.3% | +36.4% | -48.7% | -9.9% |
| 1Y | +5.4% | +35.1% | -29.8% | +8.2% |
| All | +5.4% | +33.5% | -28.2% | +8.2% |
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