+305.8%
CME vs CHD
+196.6%
+109.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +13.9% | +12.2% | +1.8% | +10.1% |
| 3M | +22.4% | +9.3% | +13.1% | +19.1% |
| 6M | +12.9% | +24.3% | -11.4% | +5.6% |
| YTD | +19.6% | +34.9% | -15.2% | +8.8% |
| 1Y | +17.7% | +32.7% | -15.0% | +7.5% |
| 3Y | +65.3% | +29.4% | +35.9% | +50.2% |
| 5Y | +75.1% | +31.7% | +43.4% | +55.8% |
| 10Y | +305.8% | +191.7% | +114.1% | +207.6% |
| All | +305.8% | +196.6% | +109.2% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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