+753.6%
B vs CHD
+11,557.1%
-10,803.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.0% |
| 7D | +11.3% | +0.8% | +10.5% | +11.3% |
| 30D | +2.9% | +13.5% | -10.5% | +1.6% |
| 3M | -2.9% | +8.1% | -11.0% | -3.7% |
| 6M | -1.2% | +19.9% | -21.1% | -3.2% |
| YTD | -1.3% | +34.0% | -35.3% | -4.4% |
| 1Y | +30.4% | +29.8% | +0.6% | +26.7% |
| 3Y | +195.3% | +28.7% | +166.6% | +185.7% |
| 5Y | +146.2% | +31.8% | +114.4% | +136.6% |
| 10Y | +200.5% | +178.2% | +22.3% | +169.4% |
| All | +753.6% | +11,557.1% | -10,803.5% | +549.8% |
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