+926.6%
CHD vs ACM
+230.8%
+695.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -2.7% | -3.7% | +1.1% | -2.2% |
| 30D | -4.6% | -11.1% | +6.5% | -3.3% |
| 3M | +5.0% | -8.0% | +13.0% | +5.9% |
| 6M | -3.2% | -29.7% | +26.4% | +0.8% |
| YTD | +18.6% | -29.4% | +48.0% | +23.2% |
| 1Y | +4.8% | -46.4% | +51.3% | +12.6% |
| 3Y | +6.1% | -22.3% | +28.5% | +7.6% |
| 5Y | +24.0% | +4.5% | +19.5% | +19.8% |
| 10Y | +124.5% | +127.6% | -3.2% | +86.7% |
| All | +926.6% | +230.8% | +695.8% | +620.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling