+268.2%
CHD vs USFR
+27.5%
+240.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -4.6% | +0.3% | -4.9% | -4.7% |
| 3M | +5.0% | +1.0% | +4.0% | +4.7% |
| 6M | -3.2% | +1.9% | -5.2% | -3.9% |
| YTD | +18.6% | +2.6% | +16.0% | +17.6% |
| 1Y | +4.8% | +4.0% | +0.8% | +3.4% |
| 3Y | +6.1% | +14.1% | -8.0% | +1.6% |
| 5Y | +24.0% | +20.4% | +3.6% | +16.8% |
| 10Y | +124.5% | +28.0% | +96.5% | +106.7% |
| All | +268.2% | +27.5% | +240.7% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling