-14.4%
BN vs CHD
+0.8%
-15.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -5.9% | -4.7% | -1.1% | -5.4% |
| 30D | -15.1% | -8.3% | -6.7% | -14.4% |
| 3M | -14.6% | -4.0% | -10.5% | -14.1% |
| 6M | -8.4% | -6.5% | -1.9% | -8.4% |
| YTD | -16.8% | +13.1% | -29.9% | -17.1% |
| 1Y | -14.4% | +2.3% | -16.7% | -17.1% |
| All | -14.4% | +0.8% | -15.2% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling