+11,505.6%
CHD vs ALK
+770.6%
+10,735.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +2.0% | +9.0% | -7.1% | +1.1% |
| 30D | +13.0% | -1.6% | +14.6% | +13.1% |
| 3M | +6.1% | -23.2% | +29.3% | +8.6% |
| 6M | +15.9% | -3.9% | +19.7% | +15.7% |
| YTD | +31.6% | -22.6% | +54.2% | +33.4% |
| 1Y | +28.5% | -5.3% | +33.8% | +27.6% |
| 3Y | +30.5% | +18.6% | +11.9% | +24.2% |
| 5Y | +30.7% | -34.4% | +65.1% | +30.2% |
| 10Y | +184.2% | -40.8% | +225.0% | +171.3% |
| All | +11,505.6% | +770.6% | +10,735.0% | +6,673.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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