+1,821.9%
BA vs CHD
+10,220.8%
-8,398.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.2% | -2.7% | +3.8% | +1.8% |
| 30D | -11.6% | -4.6% | -7.0% | -10.7% |
| 3M | -2.4% | +5.0% | -7.4% | -3.5% |
| 6M | -6.6% | -3.2% | -3.4% | -6.1% |
| YTD | -2.2% | +18.6% | -20.9% | -6.0% |
| 1Y | -8.0% | +4.8% | -12.8% | -9.4% |
| 3Y | -5.0% | +6.1% | -11.1% | -7.7% |
| 5Y | -2.7% | +24.0% | -26.7% | -9.8% |
| 10Y | +75.9% | +124.5% | -48.6% | +37.7% |
| All | +1,821.9% | +10,220.8% | -8,398.9% | +591.4% |
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