+1,735.9%
BE vs CHD
+3.2%
+1,732.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.0% | +11.7% | +8.9% |
| 7D | +29.8% | -2.9% | +32.7% | +28.6% |
| 30D | +26.4% | -6.2% | +32.6% | +24.1% |
| 3M | +9.3% | +1.6% | +7.8% | +10.2% |
| 6M | +105.1% | -3.5% | +108.6% | +106.0% |
| YTD | +219.0% | +16.2% | +202.8% | +224.9% |
| 1Y | +418.8% | +3.4% | +415.4% | +434.1% |
| All | +1,735.9% | +3.2% | +1,732.6% | +1,495.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling