-17.9%
COMP vs CHD
+30.9%
-48.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +11.3% |
| 7D | +13.4% | +2.0% | +11.5% | +12.8% |
| 30D | +11.1% | +13.0% | -1.9% | +7.3% |
| 3M | -18.8% | +6.1% | -24.9% | -20.2% |
| 6M | +10.5% | +15.9% | -5.4% | +6.1% |
| YTD | -3.4% | +31.6% | -35.0% | -10.3% |
| 1Y | +19.7% | +28.5% | -8.8% | +11.7% |
| 3Y | +381.6% | +30.5% | +351.1% | +327.2% |
| All | -17.9% | +30.9% | -48.8% | -27.9% |
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 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