+159.4%
CHD vs RACE
+647.6%
-488.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | -2.7% | -2.5% | -0.2% | -2.3% |
| 30D | -4.6% | +0.8% | -5.4% | -4.8% |
| 3M | +5.0% | +17.2% | -12.1% | +2.5% |
| 6M | -3.2% | +13.6% | -16.8% | -5.3% |
| YTD | +18.6% | +12.2% | +6.4% | +16.1% |
| 1Y | +4.8% | -16.3% | +21.1% | +6.7% |
| 3Y | +6.1% | +36.4% | -30.3% | -1.1% |
| 5Y | +24.0% | +95.0% | -71.0% | +7.5% |
| 10Y | +124.5% | +813.2% | -688.8% | +59.3% |
| All | +159.4% | +647.6% | -488.2% | +81.2% |
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