+10,361.2%
CHD vs RRC
+1,202.2%
+9,159.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -2.7% | +1.3% | -4.0% | -2.7% |
| 30D | -4.6% | +10.1% | -14.7% | -5.0% |
| 3M | +5.0% | +4.0% | +1.0% | +4.8% |
| 6M | -3.2% | +1.6% | -4.8% | -3.4% |
| YTD | +18.6% | +19.7% | -1.1% | +17.7% |
| 1Y | +4.8% | +21.4% | -16.6% | +3.9% |
| 3Y | +6.1% | +29.7% | -23.5% | +4.5% |
| 5Y | +24.0% | +153.9% | -129.9% | +17.5% |
| 10Y | +124.5% | +10.8% | +113.6% | +111.4% |
| All | +10,361.2% | +1,202.2% | +9,159.1% | +8,368.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling