+193.1%
CHD vs FIVE
+562.8%
-369.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.4% | +7.3% | -5.0% | +1.9% |
| 30D | +13.9% | +18.1% | -4.1% | +12.6% |
| 3M | +8.5% | +7.7% | +0.8% | +7.9% |
| 6M | +20.4% | +13.6% | +6.7% | +19.0% |
| YTD | +34.5% | +34.6% | 0.0% | +31.4% |
| 1Y | +33.8% | +66.2% | -32.5% | +28.7% |
| 3Y | +29.1% | +43.5% | -14.3% | +24.1% |
| 5Y | +31.2% | +20.7% | +10.6% | +26.0% |
| 10Y | +193.1% | +541.5% | -348.3% | +136.2% |
| All | +193.1% | +562.8% | -369.6% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling