+22.2%
CHD vs USFR
+20.4%
+1.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.2% | +0.1% | -4.2% | -4.2% |
| 30D | -7.6% | +0.3% | -7.8% | -7.6% |
| 3M | -1.6% | +1.0% | -2.6% | -1.9% |
| 6M | -6.3% | +1.9% | -8.3% | -6.6% |
| YTD | +14.6% | +2.7% | +11.9% | +14.1% |
| 1Y | +1.6% | +4.0% | -2.4% | +1.1% |
| 3Y | +3.1% | +14.0% | -10.9% | +14.2% |
| All | +22.2% | +20.4% | +1.8% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling