+668.0%
BE vs CHD
+128.5%
+539.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.1% | -4.8% |
| 7D | +10.8% | +3.4% | +7.5% | +11.2% |
| 30D | -19.8% | +10.1% | -29.9% | -19.0% |
| 3M | -18.7% | +11.9% | -30.6% | -17.7% |
| 6M | -33.7% | +19.6% | -53.3% | -32.6% |
| YTD | +121.0% | +36.0% | +84.9% | +124.6% |
| 1Y | +85.4% | +34.8% | +50.7% | +88.5% |
| 3Y | +1,709.5% | +28.8% | +1,680.7% | +1,738.9% |
| 5Y | +462.2% | +33.0% | +429.2% | +460.4% |
| All | +668.0% | +128.5% | +539.5% | +726.3% |
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