+135.7%
BP vs CHD
+196.6%
-60.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -3.1% | +12.2% | -15.3% | -3.3% |
| 3M | +6.2% | +9.3% | -3.2% | +6.1% |
| 6M | +4.8% | +24.3% | -19.5% | +4.4% |
| YTD | +35.2% | +34.9% | +0.3% | +34.1% |
| 1Y | +27.4% | +32.7% | -5.3% | +26.5% |
| 3Y | +49.8% | +29.4% | +20.3% | +48.2% |
| 5Y | +109.4% | +31.7% | +77.7% | +104.7% |
| 10Y | +135.7% | +191.7% | -56.0% | +133.3% |
| All | +135.7% | +196.6% | -60.9% | +133.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling