+34.3%
BP vs CHD
+7.1%
+27.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +3.9% | -2.7% | +6.6% | +3.5% |
| 30D | +7.6% | -4.6% | +12.2% | +6.9% |
| 3M | +0.7% | +5.0% | -4.3% | +1.3% |
| 6M | +15.5% | -3.2% | +18.7% | +16.9% |
| YTD | +30.8% | +18.6% | +12.2% | +31.2% |
| 1Y | +34.3% | +4.8% | +29.5% | +33.0% |
| All | +34.3% | +7.1% | +27.3% | +33.0% |
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