+4,844.3%
BEN vs CHD
+10,010.3%
-5,166.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.4% |
| 7D | +4.7% | -2.9% | +7.6% | +5.7% |
| 30D | +2.6% | -6.2% | +8.8% | +4.7% |
| 3M | +11.5% | +1.6% | +9.9% | +10.6% |
| 6M | +35.3% | -3.5% | +38.8% | +36.4% |
| YTD | +48.6% | +16.2% | +32.4% | +40.7% |
| 1Y | +46.7% | +3.4% | +43.3% | +43.8% |
| 3Y | +57.0% | +4.6% | +52.4% | +51.0% |
| 5Y | +41.8% | +21.1% | +20.7% | +28.4% |
| 10Y | +55.2% | +126.5% | -71.3% | +11.2% |
| All | +4,844.3% | +10,010.3% | -5,166.0% | +1,135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling