-6.3%
CHD vs BTG
+8.1%
-14.4%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.0% | -1.4% |
| 7D | -4.2% | +2.4% | -6.6% | -4.2% |
| 30D | -7.6% | +9.5% | -17.1% | -7.6% |
| 3M | -1.6% | +38.5% | -40.1% | -1.7% |
| 6M | -6.3% | +5.6% | -12.0% | -5.8% |
| All | -6.3% | +8.1% | -14.4% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 6mo: compounded portfolio wealth divided by compounded BTG 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…
6mo analysis · Full analysis span regression · 6 months rolling