+21.1%
CHD vs ARWR
+29.5%
-8.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -2.9% | +2.9% | -5.8% | -3.0% |
| 30D | -6.2% | -2.9% | -3.3% | -6.2% |
| 3M | +1.6% | +15.2% | -13.7% | +1.3% |
| 6M | -3.5% | +42.3% | -45.8% | -4.3% |
| YTD | +16.2% | +28.2% | -12.0% | +15.5% |
| 1Y | +3.4% | +213.2% | -209.9% | +0.6% |
| 3Y | +4.6% | +184.6% | -180.0% | +0.9% |
| 5Y | +21.1% | +29.2% | -8.1% | +13.0% |
| All | +21.1% | +29.5% | -8.4% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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