+9,894.2%
CHD vs NTRS
+7,800.3%
+2,093.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | -4.5% | +1.4% | -5.8% | -4.7% |
| 30D | -6.7% | -0.7% | -6.1% | -6.6% |
| 3M | -2.7% | +11.3% | -14.0% | -4.5% |
| 6M | -4.9% | +35.5% | -40.5% | -9.8% |
| YTD | +13.3% | +40.6% | -27.2% | +6.7% |
| 1Y | +1.0% | +49.2% | -48.2% | -6.0% |
| 3Y | +1.3% | +167.2% | -165.9% | -15.6% |
| 5Y | +20.8% | +94.9% | -74.1% | +4.5% |
| 10Y | +126.1% | +259.5% | -133.4% | +67.5% |
| All | +9,894.2% | +7,800.3% | +2,093.8% | +3,266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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