-15.9%
BURL vs CHD
+30.9%
-46.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.3% |
| 7D | +4.1% | +2.0% | +2.1% | +3.8% |
| 30D | -9.5% | +13.0% | -22.5% | -11.1% |
| 3M | -33.5% | +6.1% | -39.6% | -34.1% |
| 6M | -22.1% | +15.9% | -38.0% | -23.7% |
| YTD | -14.6% | +31.6% | -46.2% | -18.2% |
| 1Y | -8.4% | +28.5% | -36.8% | -11.9% |
| 3Y | +86.6% | +30.5% | +56.1% | +75.9% |
| All | -15.9% | +30.9% | -46.8% | -24.0% |
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