+1,003.0%
BE vs CHD
+90.4%
+912.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.7% |
| 7D | +9.0% | -4.5% | +13.5% | +8.6% |
| 30D | +16.3% | -6.7% | +23.0% | +15.6% |
| 3M | +10.8% | -2.7% | +13.5% | +10.7% |
| 6M | +73.2% | -4.9% | +78.1% | +73.0% |
| YTD | +217.4% | +13.3% | +204.0% | +217.0% |
| 1Y | +309.8% | +1.0% | +308.8% | +311.0% |
| 3Y | +1,726.2% | +1.3% | +1,724.8% | +1,726.5% |
| 5Y | +1,306.2% | +20.8% | +1,285.3% | +1,277.0% |
| All | +1,003.0% | +90.4% | +912.6% | +1,066.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling