+2,879.3%
CHD vs BG
+1,181.2%
+1,698.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -4.2% | +0.5% | -4.7% | -4.2% |
| 30D | -7.6% | +10.3% | -17.9% | -8.7% |
| 3M | -1.6% | -1.9% | +0.3% | -1.6% |
| 6M | -6.3% | +5.2% | -11.6% | -7.2% |
| YTD | +14.6% | +41.2% | -26.6% | +9.6% |
| 1Y | +1.6% | +50.5% | -48.9% | -3.7% |
| 3Y | +3.1% | +19.9% | -16.8% | -0.4% |
| 5Y | +21.1% | +86.7% | -65.6% | +9.7% |
| 10Y | +128.6% | +167.5% | -38.9% | +92.0% |
| All | +2,879.3% | +1,181.2% | +1,698.1% | +2,029.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling