+157.6%
B vs CHD
+23.9%
+133.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.4% |
| 30D | +9.4% | -4.6% | +14.1% | +9.8% |
| 3M | +5.0% | +5.0% | 0.0% | +4.4% |
| 6M | -3.5% | -3.2% | -0.3% | -3.3% |
| YTD | +4.5% | +18.6% | -14.2% | +3.0% |
| 1Y | +67.8% | +4.8% | +63.0% | +67.6% |
| 3Y | +196.7% | +6.1% | +190.6% | +194.1% |
| All | +157.6% | +23.9% | +133.8% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling