+851.5%
BX vs CHD
+1,085.4%
-233.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.7% |
| 7D | +0.6% | +3.6% | -3.1% | -1.2% |
| 30D | +14.2% | +10.4% | +3.8% | +8.7% |
| 3M | -18.7% | +12.2% | -30.9% | -23.4% |
| 6M | +2.5% | +19.9% | -17.4% | -7.0% |
| YTD | -18.8% | +36.4% | -55.2% | -31.9% |
| 1Y | -10.3% | +35.1% | -45.4% | -24.4% |
| 3Y | +35.4% | +29.2% | +6.2% | +12.7% |
| 5Y | +0.3% | +33.4% | -33.1% | -20.7% |
| 10Y | +668.4% | +195.0% | +473.3% | +209.5% |
| All | +851.5% | +1,085.4% | -233.8% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling