+47.9%
DE vs CHD
+7.1%
+40.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +10.0% | -2.7% | +12.7% | +10.5% |
| 30D | +13.3% | -4.6% | +17.9% | +14.3% |
| 3M | +17.5% | +5.0% | +12.5% | +15.9% |
| 6M | +13.6% | -3.2% | +16.8% | +14.4% |
| YTD | +49.8% | +18.6% | +31.1% | +45.3% |
| 1Y | +47.9% | +4.8% | +43.0% | +45.9% |
| All | +47.9% | +7.1% | +40.8% | +45.9% |
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