-2.1%
BROS vs CHD
+43.6%
-45.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +6.2% |
| 7D | +6.3% | +3.6% | +2.7% | +5.6% |
| 30D | -8.3% | +10.4% | -18.8% | -10.1% |
| 3M | -29.8% | +12.2% | -42.0% | -31.3% |
| 6M | -25.8% | +19.9% | -45.7% | -28.3% |
| YTD | -41.4% | +36.4% | -77.8% | -44.8% |
| 1Y | -35.2% | +35.1% | -70.3% | -38.8% |
| 3Y | +32.8% | +29.2% | +3.6% | +23.9% |
| 5Y | -42.2% | +33.4% | -75.5% | -52.4% |
| All | -2.1% | +43.6% | -45.7% | -29.1% |
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