+29.2%
CHD vs FDS
-23.3%
+52.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +3.6% | +1.5% | +2.2% | +3.5% |
| 30D | +10.4% | +14.8% | -4.4% | +8.7% |
| 3M | +12.2% | +16.3% | -4.1% | +10.2% |
| 6M | +19.9% | +66.2% | -46.3% | +13.9% |
| YTD | +36.4% | +16.2% | +20.2% | +34.9% |
| 1Y | +35.1% | +21.8% | +13.3% | +32.5% |
| 3Y | +29.2% | -23.9% | +53.1% | +35.1% |
| All | +29.2% | -23.3% | +52.5% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling