+1,063.9%
CHD vs ACM
+250.2%
+813.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +0.4% | +5.1% | -4.7% | -0.3% |
| 30D | +11.6% | +18.7% | -7.1% | +9.1% |
| 3M | +10.7% | +15.5% | -4.8% | +8.5% |
| 6M | +20.2% | +1.2% | +19.0% | +19.6% |
| YTD | +34.5% | -25.2% | +59.7% | +38.5% |
| 1Y | +32.6% | -46.3% | +78.9% | +42.4% |
| 3Y | +29.1% | -9.6% | +38.6% | +28.3% |
| 5Y | +31.5% | +4.4% | +27.1% | +27.3% |
| 10Y | +190.9% | +129.3% | +61.6% | +142.2% |
| All | +1,063.9% | +250.2% | +813.7% | +710.3% |
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