+1,091.0%
BAC vs CHD
+11,557.1%
-10,466.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.8% |
| 7D | +2.0% | +0.8% | +1.2% | +1.8% |
| 30D | -6.9% | +13.5% | -20.4% | -10.3% |
| 3M | -19.6% | +8.1% | -27.7% | -21.5% |
| 6M | -0.5% | +19.9% | -20.3% | -5.8% |
| YTD | -6.6% | +34.0% | -40.6% | -14.6% |
| 1Y | -3.0% | +29.8% | -32.8% | -10.5% |
| 3Y | +97.3% | +28.7% | +68.6% | +79.9% |
| 5Y | +21.9% | +31.8% | -9.9% | +8.8% |
| 10Y | +251.7% | +178.2% | +73.5% | +141.2% |
| All | +1,091.0% | +11,557.1% | -10,466.1% | +264.5% |
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 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