+1,227.8%
BE vs CHD
+19.3%
+1,208.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -3.1% |
| 7D | +23.9% | -4.2% | +28.1% | +23.1% |
| 30D | +27.8% | -7.6% | +35.4% | +26.3% |
| 3M | +3.7% | -1.6% | +5.3% | +3.8% |
| 6M | +78.0% | -6.3% | +84.3% | +77.9% |
| YTD | +209.9% | +14.6% | +195.3% | +210.7% |
| 1Y | +389.6% | +1.6% | +388.0% | +394.5% |
| 3Y | +1,730.6% | +3.1% | +1,727.4% | +1,734.3% |
| 5Y | +1,227.8% | +21.1% | +1,206.7% | +1,461.0% |
| All | +1,227.8% | +19.3% | +1,208.5% | +1,461.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling