+707.7%
BE vs CHD
+125.9%
+581.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | +20.5% | +0.4% | +20.2% | +20.6% |
| 30D | -23.4% | +11.6% | -34.9% | -22.5% |
| 3M | -14.9% | +10.7% | -25.6% | -13.9% |
| 6M | -28.1% | +20.2% | -48.3% | -26.9% |
| YTD | +132.4% | +34.5% | +97.9% | +135.9% |
| 1Y | +59.4% | +32.6% | +26.8% | +61.8% |
| 3Y | +1,815.8% | +29.1% | +1,786.7% | +1,843.5% |
| 5Y | +491.3% | +31.5% | +459.8% | +488.7% |
| All | +707.7% | +125.9% | +581.8% | +768.1% |
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