-33.1%
BAX vs CHD
+196.1%
-229.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.3% |
| 7D | +0.1% | +3.6% | -3.6% | -1.5% |
| 30D | +4.1% | +10.4% | -6.3% | -0.4% |
| 3M | -4.5% | +12.2% | -16.7% | -9.3% |
| 6M | +49.2% | +19.9% | +29.3% | +37.9% |
| YTD | +35.2% | +36.4% | -1.2% | +18.3% |
| 1Y | +38.3% | +35.1% | +3.2% | +21.4% |
| 3Y | -19.0% | +29.2% | -48.2% | -28.0% |
| 5Y | -64.2% | +33.4% | -97.6% | -69.0% |
| All | -33.1% | +196.1% | -229.2% | -52.9% |
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