+98.2%
CHD vs REPL
-6.0%
+104.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -2.7% | -3.0% | +0.3% | -2.7% |
| 30D | -4.6% | +27.1% | -31.8% | -4.8% |
| 3M | +5.0% | +52.4% | -47.4% | +4.4% |
| 6M | -3.2% | +107.4% | -110.7% | -4.9% |
| YTD | +18.6% | +54.7% | -36.1% | +16.9% |
| 1Y | +4.8% | +158.9% | -154.0% | +2.1% |
| 3Y | +6.1% | -23.7% | +29.9% | +2.9% |
| 5Y | +24.0% | -54.3% | +78.3% | +20.5% |
| All | +98.2% | -6.0% | +104.2% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling