+391.9%
BAC vs CHD
+125.6%
+266.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | 0.0% |
| 7D | -0.3% | -4.7% | +4.5% | +0.5% |
| 30D | -1.8% | -8.3% | +6.6% | -0.4% |
| 3M | +15.3% | -4.0% | +19.3% | +15.9% |
| 6M | +30.2% | -6.5% | +36.7% | +31.3% |
| YTD | +15.6% | +13.1% | +2.5% | +12.8% |
| 1Y | +27.5% | +2.3% | +25.1% | +26.4% |
| 3Y | +137.0% | +1.8% | +135.2% | +133.5% |
| 5Y | +75.6% | +20.6% | +55.0% | +65.2% |
| All | +391.9% | +125.6% | +266.3% | +333.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling