+91.4%
CHD vs REPL
-9.7%
+101.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | -4.2% | -9.6% | +5.4% | -4.1% |
| 30D | -7.6% | +5.7% | -13.3% | -7.6% |
| 3M | -1.6% | +56.4% | -58.0% | -2.2% |
| 6M | -6.3% | +67.4% | -73.8% | -7.7% |
| YTD | +14.6% | +48.7% | -34.1% | +12.9% |
| 1Y | +1.6% | +148.3% | -146.7% | -1.0% |
| 3Y | +3.1% | -26.7% | +29.8% | 0.0% |
| 5Y | +21.1% | -54.1% | +75.2% | +17.6% |
| All | +91.4% | -9.7% | +101.1% | +67.2% |
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