+31.0%
CHD vs SNY
+2.7%
+28.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.1% |
| 7D | +6.9% | +12.4% | -5.4% | +3.1% |
| 30D | +17.1% | +20.1% | -3.0% | +10.7% |
| 3M | +9.1% | +11.2% | -2.1% | +5.3% |
| 6M | +21.4% | +9.5% | +11.9% | +17.6% |
| YTD | +34.9% | +3.4% | +31.5% | +32.1% |
| 1Y | +31.0% | +2.0% | +29.0% | +28.8% |
| All | +31.0% | +2.7% | +28.3% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling