+701.5%
B vs CHD
+11,604.3%
-10,902.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.1% |
| 7D | +7.1% | +2.4% | +4.7% | +6.9% |
| 30D | -3.3% | +13.9% | -17.2% | -4.6% |
| 3M | -2.5% | +8.5% | -11.1% | -3.4% |
| 6M | -7.2% | +20.4% | -27.6% | -9.2% |
| YTD | -7.4% | +34.5% | -41.9% | -10.3% |
| 1Y | +16.4% | +33.8% | -17.3% | +12.8% |
| 3Y | +178.7% | +29.1% | +149.6% | +169.6% |
| 5Y | +121.7% | +31.2% | +90.5% | +113.1% |
| 10Y | +208.6% | +193.1% | +15.5% | +175.4% |
| All | +701.5% | +11,604.3% | -10,902.7% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling