+98.2%
DD vs CHD
+196.1%
-97.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +5.0% | +3.6% | +1.3% | +4.1% |
| 30D | +19.7% | +10.4% | +9.3% | +16.9% |
| 3M | +7.2% | +12.2% | -5.0% | +4.2% |
| 6M | +1.0% | +19.9% | -18.9% | -3.5% |
| YTD | +29.1% | +36.4% | -7.3% | +19.4% |
| 1Y | +28.5% | +35.1% | -6.7% | +19.0% |
| 3Y | +89.4% | +29.2% | +60.3% | +75.9% |
| 5Y | +67.1% | +33.4% | +33.8% | +51.3% |
| All | +98.2% | +196.1% | -97.8% | +49.8% |
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