+1.3%
CHD vs BG
+18.0%
-16.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.3% |
| 7D | -4.5% | +3.1% | -7.6% | -4.6% |
| 30D | -6.7% | +10.2% | -16.9% | -7.3% |
| 3M | -2.7% | -1.7% | -1.0% | -2.6% |
| 6M | -4.9% | +1.0% | -5.9% | -5.2% |
| YTD | +13.3% | +39.9% | -26.6% | +9.5% |
| 1Y | +1.0% | +53.2% | -52.2% | -3.2% |
| 3Y | +1.3% | +16.3% | -14.9% | -1.3% |
| All | +1.3% | +18.0% | -16.6% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling