+125.3%
CHD vs REPL
+36.1%
+89.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.3% |
| 7D | 0.0% | +5.3% | -5.3% | -0.1% |
| 30D | +12.2% | +66.6% | -54.5% | +11.7% |
| 3M | +9.3% | +59.6% | -50.2% | +8.9% |
| 6M | +24.3% | +482.4% | -458.1% | +21.7% |
| YTD | +34.9% | +124.1% | -89.2% | +32.5% |
| 1Y | +32.7% | +138.6% | -105.9% | +30.2% |
| 3Y | +29.4% | +96.0% | -66.6% | +23.0% |
| 5Y | +31.7% | -35.4% | +67.1% | +27.8% |
| All | +125.3% | +36.1% | +89.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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