+21.1%
CHD vs ALM
+958.0%
-936.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.4% |
| 7D | -4.2% | +3.6% | -7.8% | -4.2% |
| 30D | -7.6% | +33.8% | -41.4% | -7.6% |
| 3M | -1.6% | +14.8% | -16.4% | -1.6% |
| 6M | -6.3% | -7.0% | +0.6% | -6.3% |
| YTD | +14.6% | +108.1% | -93.5% | +14.1% |
| 1Y | +1.6% | +313.8% | -312.2% | +0.7% |
| 3Y | +3.1% | +2,227.6% | -2,224.5% | +0.6% |
| 5Y | +21.1% | +956.6% | -935.6% | +18.4% |
| All | +21.1% | +958.0% | -936.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling