-26.2%
BE vs CHD
+20.8%
-47.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.7% | +13.3% |
| 7D | +4.5% | 0.0% | +4.5% | +3.9% |
| 30D | -20.1% | +12.2% | -32.3% | -2.3% |
| 3M | -0.8% | +9.3% | -10.1% | +14.0% |
| 6M | -26.2% | +24.3% | -50.5% | -0.2% |
| All | -26.2% | +20.8% | -47.0% | -0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling