+38.5%
D vs CHD
+123.8%
-85.3%
-52.2%
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% | -1.1% |
| 7D | -0.4% | -4.2% | +3.7% | +1.4% |
| 30D | -2.1% | -7.6% | +5.5% | +1.2% |
| 3M | -0.7% | -1.6% | +0.9% | -0.4% |
| 6M | +5.6% | -6.3% | +11.9% | +8.1% |
| YTD | +14.6% | +14.6% | 0.0% | +7.0% |
| 1Y | +15.3% | +1.6% | +13.8% | +13.3% |
| 3Y | +59.1% | +3.1% | +56.0% | +53.5% |
| 5Y | +3.9% | +21.1% | -17.2% | -9.2% |
| 10Y | +38.5% | +128.6% | -90.1% | -4.9% |
| All | +38.5% | +123.8% | -85.3% | -4.9% |
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 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