+134.0%
BP vs CHD
+125.6%
+8.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +5.7% | -4.7% | +10.5% | +5.8% |
| 30D | +8.1% | -8.3% | +16.4% | +8.2% |
| 3M | +8.6% | -4.0% | +12.6% | +8.6% |
| 6M | +18.1% | -6.5% | +24.6% | +18.3% |
| YTD | +37.6% | +13.1% | +24.5% | +36.7% |
| 1Y | +39.4% | +2.3% | +37.1% | +39.0% |
| 3Y | +40.1% | +1.8% | +38.3% | +39.3% |
| 5Y | +141.3% | +20.6% | +120.7% | +133.9% |
| All | +134.0% | +125.6% | +8.4% | +121.0% |
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 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