-14.9%
BAX vs CHD
+29.8%
-44.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.5% |
| 7D | +9.0% | +0.8% | +8.3% | +8.6% |
| 30D | +8.5% | +13.5% | -5.0% | +1.8% |
| 3M | -4.1% | +8.1% | -12.2% | -7.9% |
| 6M | +46.9% | +19.9% | +27.1% | +34.2% |
| YTD | +38.4% | +34.0% | +4.4% | +20.4% |
| 1Y | +47.0% | +29.8% | +17.2% | +29.7% |
| 3Y | -14.9% | +28.7% | -43.7% | -21.4% |
| All | -14.9% | +29.8% | -44.8% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling