+803.7%
B vs CHD
+10,220.8%
-9,417.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | +9.4% | -4.6% | +14.1% | +9.9% |
| 3M | +5.0% | +5.0% | 0.0% | +4.3% |
| 6M | -3.5% | -3.2% | -0.3% | -3.4% |
| YTD | +4.5% | +18.6% | -14.2% | +2.4% |
| 1Y | +67.8% | +4.8% | +63.0% | +66.4% |
| 3Y | +196.7% | +6.1% | +190.6% | +192.8% |
| 5Y | +151.9% | +24.0% | +128.0% | +143.5% |
| 10Y | +202.2% | +124.5% | +77.7% | +176.2% |
| All | +803.7% | +10,220.8% | -9,417.1% | +596.7% |
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