+4.6%
CHD vs ACM
-19.8%
+24.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | -6.2% | -12.9% | +6.7% | -5.9% |
| 3M | +1.6% | -6.4% | +7.9% | +1.7% |
| 6M | -3.5% | -29.2% | +25.7% | -2.9% |
| YTD | +16.2% | -29.9% | +46.2% | +16.9% |
| 1Y | +3.4% | -47.3% | +50.7% | +5.0% |
| 3Y | +4.6% | -19.6% | +24.2% | +3.2% |
| All | +4.6% | -19.8% | +24.4% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling