+1,376.8%
BAC vs CHD
+10,220.8%
-8,844.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +1.1% | -2.7% | +3.8% | +1.9% |
| 30D | -0.4% | -4.6% | +4.2% | +0.9% |
| 3M | +16.9% | +5.0% | +11.9% | +15.1% |
| 6M | +26.6% | -3.2% | +29.8% | +27.3% |
| YTD | +15.8% | +18.6% | -2.8% | +9.7% |
| 1Y | +27.2% | +4.8% | +22.3% | +24.4% |
| 3Y | +132.4% | +6.1% | +126.3% | +123.7% |
| 5Y | +72.6% | +24.0% | +48.6% | +56.6% |
| 10Y | +389.7% | +124.5% | +265.3% | +257.5% |
| All | +1,376.8% | +10,220.8% | -8,844.0% | +368.3% |
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 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