+4,177.4%
CHD vs FLR
+513.8%
+3,663.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +3.6% | +5.4% | -1.7% | +3.4% |
| 30D | +10.4% | +2.8% | +7.6% | +10.2% |
| 3M | +12.2% | -6.4% | +18.6% | +12.4% |
| 6M | +19.9% | +8.8% | +11.1% | +18.9% |
| YTD | +36.4% | +23.6% | +12.8% | +34.0% |
| 1Y | +35.1% | +13.8% | +21.3% | +33.2% |
| 3Y | +29.2% | +36.5% | -7.3% | +24.1% |
| 5Y | +33.4% | +119.3% | -86.0% | +23.0% |
| 10Y | +195.0% | +8.0% | +187.1% | +180.9% |
| All | +4,177.4% | +513.8% | +3,663.5% | +2,996.4% |
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