+19.4%
BRO vs CHD
+20.9%
-1.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.3% | -4.5% | -2.9% | -5.6% |
| 30D | -6.9% | -6.7% | -0.1% | -4.3% |
| 3M | +10.7% | -2.7% | +13.4% | +12.0% |
| 6M | -2.7% | -4.9% | +2.2% | -0.9% |
| YTD | -16.3% | +13.3% | -29.7% | -20.5% |
| 1Y | -29.1% | +1.0% | -30.1% | -29.7% |
| 3Y | -7.8% | +1.3% | -9.2% | -9.5% |
| All | +19.4% | +20.9% | -1.5% | +15.7% |
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 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