+31.2%
CHD vs ACM
+4.8%
+26.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +2.4% | +6.6% | -4.2% | +1.8% |
| 30D | +13.9% | +19.8% | -5.9% | +12.0% |
| 3M | +8.5% | -3.1% | +11.7% | +8.5% |
| 6M | +20.4% | -11.5% | +31.9% | +21.1% |
| YTD | +34.5% | -24.7% | +59.2% | +37.0% |
| 1Y | +33.8% | -45.1% | +78.8% | +40.8% |
| 3Y | +29.1% | -8.9% | +38.0% | +25.8% |
| 5Y | +31.2% | +5.4% | +25.8% | +23.1% |
| All | +31.2% | +4.8% | +26.4% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling