+8,178.1%
CHD vs FDS
+9,502.8%
-1,324.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.5% |
| 7D | -2.7% | -1.9% | -0.8% | -2.4% |
| 30D | -4.6% | +9.0% | -13.6% | -5.9% |
| 3M | +5.0% | +18.9% | -13.8% | +2.0% |
| 6M | -3.2% | +35.1% | -38.3% | -8.3% |
| YTD | +18.6% | +5.5% | +13.1% | +16.2% |
| 1Y | +4.8% | -16.8% | +21.6% | +6.2% |
| 3Y | +6.1% | -28.1% | +34.2% | +9.4% |
| 5Y | +24.0% | -17.4% | +41.4% | +24.2% |
| 10Y | +124.5% | +85.4% | +39.0% | +97.1% |
| All | +8,178.1% | +9,502.8% | -1,324.7% | +4,478.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling