+7,102.6%
CHD vs SPY
+3,034.0%
+4,068.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +3.6% | +2.6% | +1.0% | +2.5% |
| 30D | +10.4% | -2.0% | +12.4% | +11.2% |
| 3M | +12.2% | -2.8% | +15.0% | +13.4% |
| 6M | +19.9% | +2.1% | +17.8% | +18.4% |
| YTD | +36.4% | +11.5% | +24.9% | +29.5% |
| 1Y | +35.1% | +13.5% | +21.7% | +27.2% |
| 3Y | +29.2% | +77.7% | -48.5% | -2.1% |
| 5Y | +33.4% | +72.6% | -39.2% | +1.1% |
| 10Y | +195.0% | +308.2% | -113.1% | +46.2% |
| All | +7,102.6% | +3,034.0% | +4,068.6% | +1,322.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling