+32.7%
CHD vs REPL
+147.5%
-114.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.7% | +0.2% |
| 7D | 0.0% | +5.3% | -5.3% | 0.0% |
| 30D | +12.2% | +66.6% | -54.5% | +12.2% |
| 3M | +9.3% | +59.6% | -50.2% | +9.4% |
| 6M | +24.3% | +482.4% | -458.1% | +23.8% |
| YTD | +34.9% | +124.1% | -89.2% | +33.2% |
| 1Y | +32.7% | +138.6% | -105.9% | +31.6% |
| All | +32.7% | +147.5% | -114.8% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling