-66.9%
BAX vs CHD
+21.8%
-88.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.7% | -2.8% |
| 7D | -2.4% | -2.9% | +0.5% | -1.0% |
| 30D | -9.7% | -6.2% | -3.5% | -7.0% |
| 3M | +29.3% | +1.6% | +27.7% | +28.4% |
| 6M | +40.7% | -3.5% | +44.2% | +42.8% |
| YTD | +30.3% | +16.2% | +14.1% | +21.7% |
| 1Y | +3.4% | +3.4% | 0.0% | +1.7% |
| 3Y | -32.0% | +4.6% | -36.6% | -33.8% |
| 5Y | -66.9% | +21.1% | -88.0% | -70.5% |
| All | -66.9% | +21.8% | -88.7% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling