+11,763.5%
CHD vs ALK
+828.7%
+10,934.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +2.4% | +12.9% | -10.6% | +1.1% |
| 30D | +13.9% | +5.5% | +8.4% | +13.2% |
| 3M | +8.5% | -12.1% | +20.6% | +9.7% |
| 6M | +20.4% | +1.7% | +18.6% | +19.5% |
| YTD | +34.5% | -17.4% | +52.0% | +35.5% |
| 1Y | +33.8% | -1.9% | +35.7% | +32.3% |
| 3Y | +29.1% | +21.2% | +7.9% | +22.7% |
| 5Y | +31.2% | -27.8% | +59.0% | +29.5% |
| 10Y | +193.1% | -41.0% | +234.2% | +180.3% |
| All | +11,763.5% | +828.7% | +10,934.8% | +6,779.3% |
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