+1,075.2%
BBWI vs CHD
+11,601.1%
-10,525.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.9% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | +17.1% | +11.6% | +5.5% | +13.7% |
| 3M | +17.5% | +10.7% | +6.8% | +14.3% |
| 6M | +12.8% | +20.2% | -7.4% | +7.3% |
| YTD | +8.2% | +34.5% | -26.4% | -0.5% |
| 1Y | -1.8% | +32.6% | -34.4% | -9.4% |
| 3Y | -25.8% | +29.1% | -54.9% | -31.9% |
| 5Y | -68.0% | +31.5% | -99.6% | -71.2% |
| 10Y | -47.6% | +190.9% | -238.5% | -63.6% |
| All | +1,075.2% | +11,601.1% | -10,525.9% | +222.7% |
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