+10,361.2%
CHD vs DOC
+2,974.4%
+7,386.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | -4.6% | -4.8% | +0.1% | -3.8% |
| 3M | +5.0% | +6.9% | -1.9% | +3.7% |
| 6M | -3.2% | +20.7% | -24.0% | -6.7% |
| YTD | +18.6% | +34.1% | -15.5% | +12.1% |
| 1Y | +4.8% | +22.6% | -17.8% | +0.6% |
| 3Y | +6.1% | +20.8% | -14.7% | +1.0% |
| 5Y | +24.0% | -24.9% | +48.8% | +27.4% |
| 10Y | +124.5% | -1.8% | +126.3% | +112.6% |
| All | +10,361.2% | +2,974.4% | +7,386.9% | +4,602.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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