+1.0%
CHD vs SNY
-4.5%
+5.5%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.5% | -3.3% | -1.1% | -3.6% |
| 30D | -6.7% | -2.2% | -4.6% | -6.2% |
| 3M | -2.7% | -3.0% | +0.3% | -2.0% |
| 6M | -4.9% | +2.7% | -7.7% | -5.3% |
| YTD | +13.3% | -6.8% | +20.2% | +14.8% |
| 1Y | +1.0% | -5.3% | +6.3% | +1.4% |
| All | +1.0% | -4.5% | +5.5% | +1.4% |
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