+282.5%
CHD vs ALM
+7,705.7%
-7,423.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | -2.7% | -2.6% | -0.1% | -2.7% |
| 30D | -4.6% | +32.0% | -36.6% | -4.7% |
| 3M | +5.0% | -15.0% | +20.1% | +5.0% |
| 6M | -3.2% | -10.1% | +6.9% | -3.2% |
| YTD | +18.6% | +99.4% | -80.8% | +18.5% |
| 1Y | +4.8% | +316.4% | -311.5% | +4.6% |
| 3Y | +6.1% | +2,022.0% | -2,015.8% | +5.6% |
| 5Y | +24.0% | +941.2% | -917.2% | +23.4% |
| 10Y | +124.5% | +2,950.3% | -2,825.9% | +123.0% |
| All | +282.5% | +7,705.7% | -7,423.3% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling