+7,654.3%
CME vs CHD
+2,920.6%
+4,733.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +13.5% | +11.6% | +1.9% | +8.4% |
| 3M | +20.9% | +10.7% | +10.2% | +15.8% |
| 6M | +11.5% | +20.2% | -8.7% | +2.9% |
| YTD | +19.5% | +34.5% | -15.0% | +4.7% |
| 1Y | +17.2% | +32.6% | -15.3% | +3.3% |
| 3Y | +65.1% | +29.1% | +36.0% | +44.2% |
| 5Y | +73.1% | +31.5% | +41.6% | +46.8% |
| 10Y | +305.3% | +190.9% | +114.4% | +123.5% |
| All | +7,654.3% | +2,920.6% | +4,733.7% | +1,554.6% |
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 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