+113.0%
DAL vs CHD
+30.9%
+82.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.3% | -5.0% | -5.2% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +9.1% | +11.6% | -2.5% | +7.7% |
| 3M | -3.5% | +10.7% | -14.2% | -4.6% |
| 6M | +23.4% | +20.2% | +3.1% | +20.9% |
| YTD | +26.0% | +34.5% | -8.5% | +22.0% |
| 1Y | +44.6% | +32.6% | +12.1% | +40.1% |
| 3Y | +162.7% | +29.1% | +133.6% | +155.2% |
| 5Y | +113.0% | +31.5% | +81.4% | +93.2% |
| All | +113.0% | +30.9% | +82.1% | +93.2% |
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