+124.9%
CHD vs FDS
+66.9%
+58.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | -0.2% |
| 7D | -4.7% | -16.0% | +11.3% | -1.4% |
| 30D | -8.3% | -6.7% | -1.6% | -7.2% |
| 3M | -4.0% | +6.0% | -10.0% | -5.6% |
| 6M | -6.5% | +25.1% | -31.6% | -11.8% |
| YTD | +13.1% | -8.1% | +21.2% | +13.7% |
| 1Y | +2.3% | -26.0% | +28.3% | +7.9% |
| 3Y | +1.8% | -36.4% | +38.2% | +10.2% |
| 5Y | +20.6% | -27.7% | +48.3% | +24.4% |
| All | +124.9% | +66.9% | +58.0% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling