+20.6%
CHD vs RJF
+101.5%
-80.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.2% |
| 7D | -4.7% | -4.2% | -0.5% | -4.5% |
| 30D | -8.3% | -3.6% | -4.7% | -8.1% |
| 3M | -4.0% | +15.6% | -19.7% | -4.9% |
| 6M | -6.5% | +17.6% | -24.1% | -7.4% |
| YTD | +13.1% | +9.2% | +3.9% | +12.3% |
| 1Y | +2.3% | +5.5% | -3.2% | +1.8% |
| 3Y | +1.8% | +70.3% | -68.5% | -2.3% |
| 5Y | +20.6% | +106.0% | -85.5% | +16.6% |
| All | +20.6% | +101.5% | -80.9% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling