+67.3%
DD vs CHD
+125.6%
-58.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -2.9% | -4.7% | +1.8% | -1.8% |
| 30D | -11.5% | -8.3% | -3.2% | -9.8% |
| 3M | -5.4% | -4.0% | -1.4% | -4.7% |
| 6M | -6.9% | -6.5% | -0.4% | -5.7% |
| YTD | +6.9% | +13.1% | -6.2% | +3.4% |
| 1Y | +35.6% | +2.3% | +33.3% | +34.2% |
| 3Y | +42.5% | +1.8% | +40.7% | +40.1% |
| 5Y | +58.5% | +20.6% | +37.9% | +46.9% |
| All | +67.3% | +125.6% | -58.3% | +32.8% |
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