+4.6%
CHD vs SM
-2.8%
+7.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.7% | -1.9% |
| 7D | -2.9% | -0.2% | -2.8% | -2.9% |
| 30D | -6.2% | +31.5% | -37.7% | -5.4% |
| 3M | +1.6% | +17.3% | -15.8% | +2.2% |
| 6M | -3.5% | +48.5% | -52.0% | -2.5% |
| YTD | +16.2% | +106.3% | -90.0% | +17.8% |
| 1Y | +3.4% | +47.3% | -43.9% | +3.9% |
| 3Y | +4.6% | -1.4% | +6.0% | +1.4% |
| All | +4.6% | -2.8% | +7.4% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling