+240.7%
BURL vs CHD
+182.8%
+57.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | +4.1% | +2.0% | +2.1% | +3.7% |
| 30D | -9.5% | +13.0% | -22.5% | -11.5% |
| 3M | -33.5% | +6.1% | -39.6% | -34.2% |
| 6M | -22.1% | +15.9% | -38.0% | -24.3% |
| YTD | -14.6% | +31.6% | -46.2% | -19.2% |
| 1Y | -8.4% | +28.5% | -36.8% | -12.9% |
| 3Y | +86.6% | +30.5% | +56.1% | +74.5% |
| 5Y | -17.2% | +30.7% | -47.9% | -24.2% |
| All | +240.7% | +182.8% | +57.9% | +154.9% |
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