+275.3%
CHD vs RNG
+305.9%
-30.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -4.2% | -4.1% | -0.1% | -4.0% |
| 30D | -7.6% | +8.6% | -16.2% | -8.0% |
| 3M | -1.6% | +78.0% | -79.6% | -4.4% |
| 6M | -6.3% | +67.0% | -73.4% | -9.0% |
| YTD | +14.6% | +142.4% | -127.8% | +8.7% |
| 1Y | +1.6% | +120.4% | -118.9% | -3.2% |
| 3Y | +3.1% | +122.1% | -119.0% | -3.2% |
| 5Y | +21.1% | -69.8% | +90.9% | +25.5% |
| 10Y | +128.6% | +223.4% | -94.8% | +101.9% |
| All | +275.3% | +305.9% | -30.5% | +226.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling