+187.8%
CHD vs RACE
+658.9%
-471.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +2.0% | +5.1% | -3.1% | +1.3% |
| 30D | +13.0% | +7.7% | +5.3% | +11.8% |
| 3M | +6.1% | +2.2% | +3.9% | +5.7% |
| 6M | +15.9% | +23.8% | -7.9% | +12.1% |
| YTD | +31.6% | +13.9% | +17.7% | +28.5% |
| 1Y | +28.5% | +3.8% | +24.7% | +27.1% |
| 3Y | +30.5% | +28.0% | +2.4% | +23.0% |
| 5Y | +30.7% | +64.9% | -34.2% | +16.6% |
| 10Y | +184.2% | +780.4% | -596.1% | +101.9% |
| All | +187.8% | +658.9% | -471.1% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling