+10,361.2%
CHD vs RGEN
+1,576.0%
+8,785.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | 0.0% |
| 7D | -2.7% | -4.9% | +2.2% | -2.6% |
| 30D | -4.6% | +5.7% | -10.3% | -4.8% |
| 3M | +5.0% | +32.4% | -27.4% | +4.3% |
| 6M | -3.2% | +33.2% | -36.4% | -4.0% |
| YTD | +18.6% | +2.3% | +16.4% | +18.4% |
| 1Y | +4.8% | +39.0% | -34.2% | +3.8% |
| 3Y | +6.1% | -4.6% | +10.8% | +5.4% |
| 5Y | +24.0% | -42.7% | +66.6% | +23.8% |
| 10Y | +124.5% | +433.6% | -309.1% | +112.9% |
| All | +10,361.2% | +1,576.0% | +8,785.2% | +8,114.8% |
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