+191.7%
CHD vs ACM
+130.8%
+60.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -0.3% |
| 30D | +12.2% | +19.7% | -7.5% | +10.1% |
| 3M | +9.3% | +5.3% | +4.0% | +8.6% |
| 6M | +24.3% | -10.8% | +35.0% | +25.2% |
| YTD | +34.9% | -25.1% | +59.9% | +38.0% |
| 1Y | +32.7% | -45.8% | +78.5% | +40.6% |
| 3Y | +29.4% | -9.4% | +38.8% | +28.3% |
| 5Y | +31.7% | +4.8% | +26.9% | +27.6% |
| 10Y | +191.7% | +129.8% | +61.9% | +149.7% |
| All | +191.7% | +130.8% | +60.8% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling