+6,702.0%
CHD vs ARWR
-97.0%
+6,799.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | -4.6% | -0.7% | -4.0% | -4.6% |
| 3M | +5.0% | +14.9% | -9.8% | +5.0% |
| 6M | -3.2% | +32.6% | -35.8% | -3.3% |
| YTD | +18.6% | +30.0% | -11.4% | +18.6% |
| 1Y | +4.8% | +208.4% | -203.5% | +4.6% |
| 3Y | +6.1% | +208.8% | -202.7% | +5.8% |
| 5Y | +24.0% | +27.8% | -3.9% | +23.6% |
| 10Y | +124.5% | +1,107.6% | -983.1% | +122.5% |
| All | +6,702.0% | -97.0% | +6,799.0% | +6,704.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling