+44.6%
C vs CHD
+2.2%
+42.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.7% |
| 7D | +2.6% | -4.2% | +6.7% | +2.4% |
| 30D | +1.9% | -7.6% | +9.5% | +1.6% |
| 3M | +2.8% | -1.6% | +4.4% | +2.9% |
| 6M | +30.6% | -6.3% | +36.9% | +29.9% |
| YTD | +19.9% | +14.6% | +5.3% | +19.2% |
| 1Y | +44.6% | +1.6% | +43.0% | +41.1% |
| All | +44.6% | +2.2% | +42.4% | +41.1% |
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