-29.9%
COMP vs CHD
+23.9%
-53.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | -2.7% | +4.0% | +2.1% |
| 30D | -13.3% | -4.6% | -8.7% | -12.2% |
| 3M | +41.1% | +5.0% | +36.1% | +39.3% |
| 6M | +17.2% | -3.2% | +20.4% | +17.8% |
| YTD | +5.2% | +18.6% | -13.4% | +0.8% |
| 1Y | +18.9% | +4.8% | +14.1% | +17.2% |
| 3Y | +215.9% | +6.1% | +209.8% | +201.7% |
| All | -29.9% | +23.9% | -53.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling