+392.7%
BAC vs CHD
+128.6%
+264.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | +0.6% | -4.2% | +4.8% | +1.3% |
| 30D | -1.4% | -7.6% | +6.2% | -0.1% |
| 3M | +15.7% | -1.6% | +17.3% | +15.9% |
| 6M | +32.2% | -6.3% | +38.5% | +33.3% |
| YTD | +15.8% | +14.6% | +1.2% | +12.8% |
| 1Y | +27.3% | +1.6% | +25.7% | +26.4% |
| 3Y | +137.5% | +3.1% | +134.3% | +133.4% |
| 5Y | +73.1% | +21.1% | +52.0% | +62.8% |
| All | +392.7% | +128.6% | +264.1% | +333.4% |
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 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