-3.1%
BAC vs CHD
+31.5%
-34.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.1% | +2.4% | -0.3% | +1.8% |
| 30D | -6.7% | +13.9% | -20.6% | -7.7% |
| 3M | -20.2% | +8.5% | -28.8% | -20.7% |
| 6M | -0.2% | +20.4% | -20.6% | -1.8% |
| YTD | -6.4% | +34.5% | -40.9% | -10.4% |
| 1Y | -3.1% | +33.8% | -36.9% | -7.3% |
| All | -3.1% | +31.5% | -34.6% | -7.3% |
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