+59.6%
DD vs CHD
+19.3%
+40.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -3.8% | -4.2% | +0.4% | -3.0% |
| 30D | -9.2% | -7.6% | -1.7% | -7.9% |
| 3M | -9.0% | -1.6% | -7.4% | -8.8% |
| 6M | -5.0% | -6.3% | +1.4% | -4.0% |
| YTD | +7.4% | +14.6% | -7.2% | +4.3% |
| 1Y | +35.1% | +1.6% | +33.5% | +34.3% |
| 3Y | +43.2% | +3.1% | +40.1% | +41.3% |
| 5Y | +59.6% | +21.1% | +38.6% | +48.5% |
| All | +59.6% | +19.3% | +40.3% | +48.5% |
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