+3,544.2%
CHD vs FLR
+609.6%
+2,934.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.1% |
| 7D | -2.9% | +0.7% | -3.6% | -2.9% |
| 30D | -6.2% | -0.7% | -5.5% | -6.2% |
| 3M | +1.6% | +14.3% | -12.8% | +0.6% |
| 6M | -3.5% | +25.6% | -29.1% | -5.1% |
| YTD | +16.2% | +42.9% | -26.7% | +13.4% |
| 1Y | +3.4% | +38.7% | -35.3% | +0.9% |
| 3Y | +4.6% | +61.8% | -57.2% | -0.4% |
| 5Y | +21.1% | +254.1% | -233.0% | +8.4% |
| 10Y | +126.5% | +20.0% | +106.5% | +114.8% |
| All | +3,544.2% | +609.6% | +2,934.7% | +2,521.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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