+29.2%
CHD vs FIVE
+40.0%
-10.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.6% | +2.7% | +1.0% | +3.6% |
| 30D | +10.4% | +12.7% | -2.3% | +10.2% |
| 3M | +12.2% | +2.1% | +10.1% | +12.1% |
| 6M | +19.9% | +17.5% | +2.4% | +19.7% |
| YTD | +36.4% | +31.0% | +5.4% | +36.2% |
| 1Y | +35.1% | +67.7% | -32.6% | +34.9% |
| 3Y | +29.2% | +43.4% | -14.2% | +31.2% |
| All | +29.2% | +40.0% | -10.8% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling