+7,496.8%
CME vs CHD
+2,921.4%
+4,575.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +1.7% | +2.4% | -0.7% | +0.7% |
| 30D | +10.2% | +13.9% | -3.7% | +4.4% |
| 3M | +17.8% | +8.5% | +9.3% | +13.7% |
| 6M | +11.0% | +20.4% | -9.4% | +2.4% |
| YTD | +17.0% | +34.5% | -17.5% | +2.5% |
| 1Y | +15.8% | +33.8% | -18.0% | +1.6% |
| 3Y | +61.8% | +29.1% | +32.6% | +41.3% |
| 5Y | +72.5% | +31.2% | +41.3% | +46.4% |
| 10Y | +288.0% | +193.1% | +94.9% | +113.1% |
| All | +7,496.8% | +2,921.4% | +4,575.4% | +1,520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling