+35.4%
DD vs CHD
+30.9%
+4.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | +8.7% | +6.9% | +1.7% | +7.6% |
| 30D | +15.3% | +17.1% | -1.8% | +12.5% |
| 3M | +5.9% | +9.1% | -3.2% | +4.4% |
| 6M | +11.6% | +21.4% | -9.8% | +7.8% |
| YTD | +26.5% | +34.9% | -8.3% | +20.7% |
| 1Y | +35.4% | +31.0% | +4.4% | +31.2% |
| All | +35.4% | +30.9% | +4.5% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling