-50.4%
COMP vs CHD
+37.4%
-87.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.8% | -7.5% |
| 7D | +7.2% | +2.4% | +4.8% | +6.6% |
| 30D | +6.4% | +13.9% | -7.5% | +3.1% |
| 3M | -19.4% | +8.5% | -28.0% | -21.0% |
| 6M | +14.6% | +20.4% | -5.8% | +9.8% |
| YTD | -5.5% | +34.5% | -40.0% | -11.5% |
| 1Y | +13.7% | +33.8% | -20.1% | +6.4% |
| 3Y | +409.7% | +29.1% | +380.6% | +366.5% |
| 5Y | -17.0% | +31.2% | -48.3% | -27.3% |
| All | -50.4% | +37.4% | -87.8% | -55.2% |
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