+125.4%
CHD vs TRU
+147.2%
-21.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -4.5% | -2.7% | -1.7% | -4.2% |
| 30D | -6.7% | -2.0% | -4.7% | -6.6% |
| 3M | -2.7% | +18.4% | -21.2% | -4.6% |
| 6M | -4.9% | +8.9% | -13.8% | -6.1% |
| YTD | +13.3% | -8.9% | +22.3% | +13.8% |
| 1Y | +1.0% | -15.9% | +16.9% | +2.2% |
| 3Y | +1.3% | -1.1% | +2.4% | -1.6% |
| 5Y | +20.8% | -35.2% | +56.0% | +23.3% |
| All | +125.4% | +147.2% | -21.8% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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