+12,674.7%
BLK vs CHD
+3,029.4%
+9,645.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -5.2% | -4.7% | -0.5% | -3.7% |
| 30D | -7.0% | -8.3% | +1.3% | -4.5% |
| 3M | +5.7% | -4.0% | +9.7% | +6.9% |
| 6M | +11.0% | -6.5% | +17.5% | +13.1% |
| YTD | +0.9% | +13.1% | -12.2% | -3.4% |
| 1Y | -1.6% | +2.3% | -3.9% | -3.1% |
| 3Y | +64.5% | +1.8% | +62.7% | +60.0% |
| 5Y | +30.9% | +20.6% | +10.3% | +19.2% |
| 10Y | +275.1% | +125.6% | +149.5% | +173.4% |
| All | +12,674.7% | +3,029.4% | +9,645.2% | +5,931.2% |
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 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