+39.4%
BEN vs CHD
+19.3%
+20.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | +3.4% | -4.2% | +7.5% | +4.3% |
| 30D | +1.8% | -7.6% | +9.4% | +3.4% |
| 3M | +8.4% | -1.6% | +10.0% | +8.6% |
| 6M | +35.6% | -6.3% | +41.9% | +37.1% |
| YTD | +46.4% | +14.6% | +31.8% | +41.6% |
| 1Y | +46.3% | +1.6% | +44.7% | +45.2% |
| 3Y | +54.6% | +3.1% | +51.5% | +50.3% |
| 5Y | +39.4% | +21.1% | +18.3% | +18.2% |
| All | +39.4% | +19.3% | +20.1% | +18.2% |
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 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