-35.2%
BROS vs CHD
+33.5%
-68.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.4% | +5.1% | +6.0% |
| 7D | +6.3% | +3.6% | +2.7% | +5.0% |
| 30D | -8.3% | +10.4% | -18.8% | -11.1% |
| 3M | -29.8% | +12.2% | -42.0% | -32.2% |
| 6M | -25.8% | +19.9% | -45.7% | -29.5% |
| YTD | -41.4% | +36.4% | -77.8% | -48.5% |
| 1Y | -35.2% | +35.1% | -70.3% | -42.7% |
| All | -35.2% | +33.5% | -68.7% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling