+5,837.2%
CHD vs SM
+1,608.3%
+4,228.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -4.6% | +26.3% | -30.9% | -5.3% |
| 3M | +5.0% | +8.7% | -3.7% | +4.6% |
| 6M | -3.2% | +51.7% | -54.9% | -4.6% |
| YTD | +18.6% | +99.0% | -80.4% | +15.9% |
| 1Y | +4.8% | +34.6% | -29.8% | +3.5% |
| 3Y | +6.1% | -7.8% | +13.9% | +5.2% |
| 5Y | +24.0% | +104.8% | -80.8% | +18.3% |
| 10Y | +124.5% | +7.2% | +117.2% | +104.4% |
| All | +5,837.2% | +1,608.3% | +4,228.9% | +3,866.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling