+125.4%
CHD vs RJF
+429.3%
-303.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -4.5% | -2.7% | -1.8% | -4.2% |
| 30D | -6.7% | -4.3% | -2.5% | -6.3% |
| 3M | -2.7% | +15.7% | -18.5% | -4.2% |
| 6M | -4.9% | +17.8% | -22.7% | -6.6% |
| YTD | +13.3% | +9.2% | +4.2% | +12.1% |
| 1Y | +1.0% | +2.8% | -1.8% | +0.4% |
| 3Y | +1.3% | +69.5% | -68.1% | -5.5% |
| 5Y | +20.8% | +105.9% | -85.1% | +8.9% |
| All | +125.4% | +429.3% | -303.9% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling