+1,335.7%
BP vs CHD
+10,220.8%
-8,885.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +3.9% | -2.7% | +6.6% | +4.3% |
| 30D | +7.6% | -4.6% | +12.2% | +8.3% |
| 3M | +0.7% | +5.0% | -4.3% | -0.2% |
| 6M | +15.5% | -3.2% | +18.7% | +15.6% |
| YTD | +30.8% | +18.6% | +12.2% | +26.9% |
| 1Y | +34.3% | +4.8% | +29.5% | +32.6% |
| 3Y | +35.1% | +6.1% | +28.9% | +32.0% |
| 5Y | +126.8% | +24.0% | +102.9% | +113.9% |
| 10Y | +123.4% | +124.5% | -1.1% | +86.0% |
| All | +1,335.7% | +10,220.8% | -8,885.1% | +672.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling