+927.6%
DD vs CHD
+10,220.8%
-9,293.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.5% | -2.7% | -0.8% | -2.8% |
| 30D | -10.3% | -4.6% | -5.7% | -9.2% |
| 3M | -7.5% | +5.0% | -12.6% | -9.0% |
| 6M | -8.0% | -3.2% | -4.8% | -7.5% |
| YTD | +10.5% | +18.6% | -8.2% | +4.8% |
| 1Y | +38.3% | +4.8% | +33.4% | +35.5% |
| 3Y | +42.5% | +6.1% | +36.4% | +37.8% |
| 5Y | +60.2% | +24.0% | +36.2% | +46.5% |
| 10Y | +68.9% | +124.5% | -55.6% | +26.6% |
| All | +927.6% | +10,220.8% | -9,293.2% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling