+237.7%
BAC vs CHD
+180.1%
+57.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.1% | +2.4% | -0.3% | +1.7% |
| 30D | -6.7% | +13.9% | -20.6% | -8.7% |
| 3M | -20.2% | +8.5% | -28.8% | -21.4% |
| 6M | -0.2% | +20.4% | -20.6% | -3.5% |
| YTD | -6.4% | +34.5% | -40.9% | -11.4% |
| 1Y | -3.1% | +33.8% | -36.9% | -8.2% |
| 3Y | +96.7% | +29.1% | +67.6% | +85.7% |
| 5Y | +21.3% | +31.2% | -10.0% | +12.3% |
| 10Y | +237.7% | +193.1% | +44.6% | +188.1% |
| All | +237.7% | +180.1% | +57.6% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling