+192.4%
CHD vs RACE
+729.2%
-536.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.2% |
| 7D | +3.6% | -1.2% | +4.8% | +3.8% |
| 30D | +10.4% | +6.1% | +4.3% | +9.4% |
| 3M | +12.2% | -0.3% | +12.5% | +12.1% |
| 6M | +19.9% | +23.4% | -3.5% | +15.8% |
| YTD | +36.4% | +12.5% | +23.9% | +33.2% |
| 1Y | +35.1% | -0.5% | +35.6% | +34.4% |
| 3Y | +29.2% | +23.6% | +5.6% | +21.6% |
| 5Y | +33.4% | +65.4% | -32.0% | +17.3% |
| All | +192.4% | +729.2% | -536.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling