+138.0%
B vs CHD
+30.9%
+107.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +9.6% | +2.0% | +7.6% | +9.4% |
| 30D | +3.5% | +13.0% | -9.5% | +2.5% |
| 3M | -1.6% | +6.1% | -7.7% | -2.1% |
| 6M | -1.7% | +15.9% | -17.5% | -3.0% |
| YTD | -5.3% | +31.6% | -36.9% | -7.6% |
| 1Y | +27.2% | +28.5% | -1.2% | +24.4% |
| 3Y | +166.1% | +30.5% | +135.7% | +155.6% |
| All | +138.0% | +30.9% | +107.0% | +119.6% |
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