+31.2%
CHD vs REPL
-29.4%
+60.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.4% |
| 7D | +2.4% | +12.7% | -10.4% | +2.4% |
| 30D | +13.9% | +73.5% | -59.6% | +13.8% |
| 3M | +8.5% | +70.3% | -61.8% | +8.4% |
| 6M | +20.4% | +472.0% | -451.6% | +19.7% |
| YTD | +34.5% | +139.5% | -105.0% | +33.8% |
| 1Y | +33.8% | +167.3% | -133.5% | +33.0% |
| 3Y | +29.1% | +109.5% | -80.4% | +26.1% |
| 5Y | +31.2% | -29.9% | +61.2% | +24.0% |
| All | +31.2% | -29.4% | +60.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling