+875.9%
BAX vs CHD
+10,220.8%
-9,344.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.0% |
| 7D | -1.1% | -2.7% | +1.5% | -0.5% |
| 30D | -5.5% | -4.6% | -0.8% | -4.4% |
| 3M | +33.5% | +5.0% | +28.5% | +32.0% |
| 6M | +35.9% | -3.2% | +39.1% | +36.9% |
| YTD | +35.4% | +18.6% | +16.7% | +30.0% |
| 1Y | +9.8% | +4.8% | +4.9% | +8.4% |
| 3Y | -32.7% | +6.1% | -38.9% | -33.9% |
| 5Y | -65.6% | +24.0% | -89.5% | -67.4% |
| 10Y | -34.9% | +124.5% | -159.4% | -45.9% |
| All | +875.9% | +10,220.8% | -9,344.9% | +320.3% |
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