+126.5%
CHD vs FIVE
+475.1%
-348.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.1% |
| 7D | -2.9% | +3.7% | -6.6% | -3.2% |
| 30D | -6.2% | +4.0% | -10.2% | -6.5% |
| 3M | +1.6% | +36.2% | -34.7% | -0.6% |
| 6M | -3.5% | +18.0% | -21.5% | -4.9% |
| YTD | +16.2% | +34.9% | -18.7% | +13.5% |
| 1Y | +3.4% | +67.9% | -64.5% | -0.7% |
| 3Y | +4.6% | +57.3% | -52.7% | -0.4% |
| 5Y | +21.1% | +39.5% | -18.4% | +14.5% |
| 10Y | +126.5% | +496.4% | -369.9% | +85.1% |
| All | +126.5% | +475.1% | -348.5% | +85.1% |
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