-49.3%
COMP vs CHD
+39.3%
-88.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | 0.0% | +3.6% | -3.6% | -0.9% |
| 30D | +16.6% | +10.4% | +6.1% | +13.8% |
| 3M | -23.5% | +12.2% | -35.7% | -25.6% |
| 6M | +25.7% | +19.9% | +5.8% | +20.6% |
| YTD | -3.4% | +36.4% | -39.8% | -9.9% |
| 1Y | +7.6% | +35.1% | -27.5% | +0.5% |
| 3Y | +423.6% | +29.2% | +394.4% | +379.5% |
| 5Y | -10.6% | +33.4% | -44.0% | -21.8% |
| All | -49.3% | +39.3% | -88.6% | -54.3% |
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