+105.9%
C vs CHD
+30.9%
+75.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -2.4% | +2.0% | -4.4% | -2.5% |
| 30D | -6.0% | +13.0% | -19.0% | -6.8% |
| 3M | -10.5% | +6.1% | -16.6% | -10.9% |
| 6M | -5.7% | +15.9% | -21.6% | -6.7% |
| YTD | +4.1% | +31.6% | -27.5% | +1.6% |
| 1Y | +20.5% | +28.5% | -8.0% | +17.8% |
| 3Y | +208.1% | +30.5% | +177.7% | +196.5% |
| All | +105.9% | +30.9% | +75.0% | +87.1% |
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 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