+22.6%
BROS vs CHD
+20.7%
+1.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -6.6% | -4.2% | -2.4% | -5.8% |
| 30D | -12.3% | -7.6% | -4.8% | -11.0% |
| 3M | -22.2% | -1.6% | -20.6% | -21.9% |
| 6M | -14.3% | -6.3% | -8.0% | -13.4% |
| YTD | -26.6% | +14.6% | -41.2% | -28.5% |
| 1Y | -31.5% | +1.6% | -33.1% | -31.9% |
| 3Y | +62.3% | +3.1% | +59.1% | +58.5% |
| All | +22.6% | +20.7% | +1.9% | -8.2% |
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