+11,760.3%
CHD vs RGEN
+1,565.2%
+10,195.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | -0.2% |
| 7D | +0.4% | -1.2% | +1.5% | +0.4% |
| 30D | +11.6% | -5.1% | +16.7% | +11.7% |
| 3M | +10.7% | +0.5% | +10.2% | +10.6% |
| 6M | +20.2% | +46.6% | -26.3% | +19.0% |
| YTD | +34.5% | +1.6% | +32.9% | +34.2% |
| 1Y | +32.6% | +5.4% | +27.2% | +32.1% |
| 3Y | +29.1% | +12.8% | +16.2% | +27.8% |
| 5Y | +31.5% | -35.6% | +67.1% | +31.0% |
| 10Y | +190.9% | +415.7% | -224.8% | +176.0% |
| All | +11,760.3% | +1,565.2% | +10,195.1% | +9,209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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