+9,391.9%
CHD vs FDS
+10,480.1%
-1,088.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.4% | +1.5% | +1.9% | +3.1% |
| 30D | +10.1% | +14.8% | -4.7% | +7.8% |
| 3M | +11.9% | +16.3% | -4.4% | +9.1% |
| 6M | +19.6% | +66.2% | -46.6% | +10.0% |
| YTD | +36.0% | +16.2% | +19.8% | +31.1% |
| 1Y | +34.8% | +21.8% | +12.9% | +28.8% |
| 3Y | +28.8% | -23.9% | +52.7% | +31.5% |
| 5Y | +33.0% | -23.1% | +56.1% | +34.6% |
| 10Y | +194.2% | +128.7% | +65.5% | +150.4% |
| All | +9,391.9% | +10,480.1% | -1,088.1% | +5,063.9% |
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