+11,928.3%
CHD vs RGEN
+1,577.9%
+10,350.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.4% |
| 7D | +3.6% | -3.3% | +6.9% | +3.7% |
| 30D | +10.4% | -5.8% | +16.3% | +10.5% |
| 3M | +12.2% | +0.2% | +12.0% | +12.1% |
| 6M | +19.9% | +56.8% | -36.9% | +18.5% |
| YTD | +36.4% | +2.4% | +34.0% | +36.0% |
| 1Y | +35.1% | +11.4% | +23.7% | +34.5% |
| 3Y | +29.2% | +15.2% | +14.0% | +27.8% |
| 5Y | +33.4% | -35.1% | +68.5% | +32.8% |
| 10Y | +195.0% | +419.6% | -224.6% | +179.9% |
| All | +11,928.3% | +1,577.9% | +10,350.4% | +9,339.4% |
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