+22.8%
CHD vs RRC
+155.3%
-132.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | -2.9% | -1.2% | -1.7% | -2.9% |
| 30D | -6.2% | +9.4% | -15.6% | -6.2% |
| 3M | +1.6% | +7.4% | -5.8% | +1.6% |
| 6M | -3.5% | +1.5% | -5.0% | -3.5% |
| YTD | +16.2% | +19.4% | -3.2% | +16.2% |
| 1Y | +3.4% | +24.2% | -20.8% | +3.4% |
| 3Y | +4.6% | +32.8% | -28.2% | +4.7% |
| All | +22.8% | +155.3% | -132.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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