+67.8%
CHD vs ALC
+27.5%
+40.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | 0.0% | -6.3% | +6.3% | +1.2% |
| 30D | +12.2% | +12.6% | -0.4% | +9.8% |
| 3M | +9.3% | -3.8% | +13.2% | +10.0% |
| 6M | +24.3% | +16.8% | +7.4% | +20.9% |
| YTD | +34.9% | -7.6% | +42.5% | +36.0% |
| 1Y | +32.7% | -5.9% | +38.6% | +33.4% |
| 3Y | +29.4% | +0.6% | +28.8% | +26.9% |
| 5Y | +31.7% | -9.5% | +41.2% | +29.8% |
| All | +67.8% | +27.5% | +40.4% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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