-44.8%
COMP vs CHD
+21.1%
-65.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | +1.4% | -2.7% | +4.0% | +2.0% |
| 30D | -13.3% | -4.6% | -8.7% | -12.4% |
| 3M | +41.1% | +5.0% | +36.1% | +39.6% |
| 6M | +17.2% | -3.2% | +20.4% | +17.7% |
| YTD | +5.2% | +18.6% | -13.4% | +1.5% |
| 1Y | +18.9% | +4.8% | +14.1% | +17.5% |
| 3Y | +215.9% | +6.1% | +209.8% | +204.4% |
| 5Y | -31.2% | +24.0% | -55.2% | -35.8% |
| All | -44.8% | +21.1% | -65.9% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling