+5.8%
CHD vs ALC
-13.4%
+19.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.3% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | -4.6% | -0.1% | -4.5% | -4.6% |
| 3M | +5.0% | +5.9% | -0.9% | +4.2% |
| 6M | -3.2% | -15.9% | +12.7% | -1.6% |
| YTD | +18.6% | -10.1% | +28.7% | +19.7% |
| 1Y | +4.8% | -10.2% | +15.0% | +5.7% |
| All | +5.8% | -13.4% | +19.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling