+1,163.5%
C vs CHD
+10,220.8%
-9,057.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -2.7% | +6.3% | +4.5% |
| 30D | +0.1% | -4.6% | +4.7% | +1.4% |
| 3M | +2.4% | +5.0% | -2.6% | +0.6% |
| 6M | +24.9% | -3.2% | +28.1% | +25.6% |
| YTD | +19.8% | +18.6% | +1.2% | +12.8% |
| 1Y | +44.9% | +4.8% | +40.0% | +41.2% |
| 3Y | +263.0% | +6.1% | +256.8% | +247.1% |
| 5Y | +129.5% | +24.0% | +105.6% | +105.5% |
| 10Y | +291.6% | +124.5% | +167.1% | +175.2% |
| All | +1,163.5% | +10,220.8% | -9,057.3% | +223.2% |
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