+6,781.2%
CME vs CHD
+2,564.3%
+4,216.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.6% | -2.7% | +1.1% | -0.5% |
| 30D | +6.2% | -4.6% | +10.9% | +8.2% |
| 3M | +10.4% | +5.0% | +5.4% | +7.9% |
| 6M | -9.5% | -3.2% | -6.3% | -8.8% |
| YTD | +6.0% | +18.6% | -12.6% | -2.1% |
| 1Y | +9.3% | +4.8% | +4.4% | +5.9% |
| 3Y | +57.7% | +6.1% | +51.5% | +49.3% |
| 5Y | +77.7% | +24.0% | +53.7% | +53.8% |
| 10Y | +281.2% | +124.5% | +156.8% | +136.2% |
| All | +6,781.2% | +2,564.3% | +4,216.9% | +1,447.4% |
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