+42.6%
CHD vs ALC
+20.4%
+22.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -4.2% | -5.3% | +1.1% | -3.3% |
| 30D | -7.6% | -7.1% | -0.5% | -6.4% |
| 3M | -1.6% | +0.8% | -2.4% | -1.8% |
| 6M | -6.3% | -16.0% | +9.7% | -3.8% |
| YTD | +14.6% | -12.7% | +27.3% | +16.8% |
| 1Y | +1.6% | -12.8% | +14.4% | +3.5% |
| 3Y | +3.1% | -15.8% | +19.0% | +4.5% |
| 5Y | +21.1% | -16.7% | +37.7% | +21.1% |
| All | +42.6% | +20.4% | +22.3% | +28.5% |
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