+1.3%
CHD vs BRKR
-11.8%
+13.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -4.5% | -8.7% | +4.2% | -4.3% |
| 30D | -6.7% | -9.9% | +3.1% | -6.6% |
| 3M | -2.7% | -3.1% | +0.4% | -3.1% |
| 6M | -4.9% | +45.5% | -50.4% | -7.6% |
| YTD | +13.3% | +13.7% | -0.3% | +11.4% |
| 1Y | +1.0% | +67.4% | -66.4% | -2.8% |
| 3Y | +1.3% | -13.2% | +14.5% | -0.5% |
| All | +1.3% | -11.8% | +13.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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