+192.4%
CHD vs SPY
+307.0%
-114.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.6% | +2.6% | +1.0% | +2.7% |
| 30D | +10.4% | -2.0% | +12.4% | +11.1% |
| 3M | +12.2% | -2.8% | +15.0% | +13.1% |
| 6M | +19.9% | +2.1% | +17.8% | +18.7% |
| YTD | +36.4% | +11.5% | +24.9% | +30.8% |
| 1Y | +35.1% | +13.5% | +21.7% | +28.7% |
| 3Y | +29.2% | +77.7% | -48.5% | +1.5% |
| 5Y | +33.4% | +72.6% | -39.2% | +4.9% |
| All | +192.4% | +307.0% | -114.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling