-11.5%
BA vs CHD
+30.9%
-42.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -9.5% | +13.5% | -22.9% | -11.5% |
| 3M | -26.5% | +8.1% | -34.6% | -27.5% |
| 6M | -27.4% | +19.9% | -47.3% | -29.4% |
| YTD | -20.6% | +34.0% | -54.6% | -18.0% |
| All | -11.5% | +30.9% | -42.5% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling