+33.2%
BN vs CHD
+19.3%
+13.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -3.0% | -4.2% | +1.2% | -2.3% |
| 30D | -13.0% | -7.6% | -5.4% | -11.9% |
| 3M | -15.2% | -1.6% | -13.6% | -15.0% |
| 6M | -5.9% | -6.3% | +0.4% | -5.0% |
| YTD | -15.8% | +14.6% | -30.4% | -18.0% |
| 1Y | -12.2% | +1.6% | -13.8% | -12.7% |
| 3Y | +72.2% | +3.1% | +69.1% | +68.2% |
| 5Y | +33.2% | +21.1% | +12.1% | +26.2% |
| All | +33.2% | +19.3% | +13.9% | +26.2% |
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