+20.1%
COMP vs CHD
+30.9%
-10.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +6.7% |
| 7D | +9.5% | +6.9% | +2.5% | +6.9% |
| 30D | +8.1% | +17.1% | -9.0% | +2.4% |
| 3M | -16.3% | +9.1% | -25.4% | -18.9% |
| 6M | +42.2% | +21.4% | +20.8% | +35.6% |
| YTD | -5.0% | +34.9% | -39.9% | -4.0% |
| 1Y | +20.1% | +31.0% | -10.9% | +20.9% |
| All | +20.1% | +30.9% | -10.8% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling