+21.1%
CHD vs REPL
-53.9%
+75.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -2.0% |
| 7D | -2.9% | -5.7% | +2.8% | -2.9% |
| 30D | -6.2% | +22.5% | -28.7% | -6.2% |
| 3M | +1.6% | +64.7% | -63.1% | +1.4% |
| 6M | -3.5% | +83.0% | -86.5% | -3.9% |
| YTD | +16.2% | +52.0% | -35.7% | +15.7% |
| 1Y | +3.4% | +144.5% | -141.1% | +2.6% |
| 3Y | +4.6% | -25.1% | +29.7% | +4.7% |
| 5Y | +21.1% | -52.9% | +74.0% | +15.2% |
| All | +21.1% | -53.9% | +75.0% | +15.2% |
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 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