+319.3%
CHD vs FIVE
+868.1%
-548.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -0.4% |
| 7D | -2.7% | +4.3% | -6.9% | -3.0% |
| 30D | -4.6% | +12.5% | -17.1% | -5.4% |
| 3M | +5.0% | +31.2% | -26.2% | +3.0% |
| 6M | -3.2% | +14.4% | -17.6% | -4.4% |
| YTD | +18.6% | +33.9% | -15.3% | +15.9% |
| 1Y | +4.8% | +65.1% | -60.2% | +0.8% |
| 3Y | +6.1% | +49.0% | -42.8% | +1.3% |
| 5Y | +24.0% | +30.3% | -6.3% | +17.7% |
| 10Y | +124.5% | +481.1% | -356.6% | +81.2% |
| All | +319.3% | +868.1% | -548.8% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling