+897.8%
BAX vs CHD
+11,557.1%
-10,659.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.0% |
| 7D | +9.0% | +0.8% | +8.3% | +8.8% |
| 30D | +8.5% | +13.5% | -5.0% | +5.2% |
| 3M | -4.1% | +8.1% | -12.2% | -5.9% |
| 6M | +46.9% | +19.9% | +27.1% | +40.7% |
| YTD | +38.4% | +34.0% | +4.4% | +29.1% |
| 1Y | +47.0% | +29.8% | +17.2% | +38.1% |
| 3Y | -14.9% | +28.7% | -43.7% | -20.1% |
| 5Y | -62.5% | +31.8% | -94.3% | -65.1% |
| 10Y | -33.9% | +178.2% | -212.1% | -47.6% |
| All | +897.8% | +11,557.1% | -10,659.3% | +317.2% |
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