+125.4%
CHD vs BR
+189.7%
-64.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -4.5% | -3.0% | -1.5% | -3.7% |
| 30D | -6.7% | -0.3% | -6.4% | -6.7% |
| 3M | -2.7% | +17.3% | -20.0% | -7.0% |
| 6M | -4.9% | -6.7% | +1.8% | -3.7% |
| YTD | +13.3% | -23.4% | +36.8% | +21.0% |
| 1Y | +1.0% | -32.7% | +33.7% | +11.9% |
| 3Y | +1.3% | -5.9% | +7.2% | +1.2% |
| 5Y | +20.8% | +8.4% | +12.4% | +14.0% |
| All | +125.4% | +189.7% | -64.3% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling