+125.4%
CHD vs RNG
+222.9%
-97.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -4.5% | -6.1% | +1.6% | -4.2% |
| 30D | -6.7% | +9.6% | -16.3% | -7.1% |
| 3M | -2.7% | +83.3% | -86.1% | -5.5% |
| 6M | -4.9% | +77.9% | -82.9% | -7.8% |
| YTD | +13.3% | +139.9% | -126.6% | +7.8% |
| 1Y | +1.0% | +121.7% | -120.7% | -3.6% |
| 3Y | +1.3% | +121.9% | -120.5% | -4.7% |
| 5Y | +20.8% | -68.4% | +89.2% | +25.8% |
| All | +125.4% | +222.9% | -97.5% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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