+216.0%
C vs CHD
+31.2%
+184.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.5% | -0.1% |
| 7D | +4.2% | +3.6% | +0.5% | +4.1% |
| 30D | +2.0% | +10.4% | -8.4% | +1.9% |
| 3M | -10.1% | +12.2% | -22.3% | -10.2% |
| 6M | +1.0% | +19.9% | -18.9% | +0.9% |
| YTD | +8.5% | +36.4% | -27.9% | +7.8% |
| 1Y | +25.7% | +35.1% | -9.4% | +25.0% |
| 3Y | +216.0% | +29.2% | +186.8% | +218.3% |
| All | +216.0% | +31.2% | +184.8% | +218.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling