+43.6%
DE vs CHD
+2.3%
+41.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | -4.5% | +1.9% | -1.7% |
| 30D | +9.0% | -6.7% | +15.8% | +10.4% |
| 3M | +19.1% | -2.7% | +21.9% | +19.5% |
| 6M | +14.4% | -4.9% | +19.3% | +15.4% |
| YTD | +45.9% | +13.3% | +32.6% | +42.7% |
| 1Y | +43.6% | +1.0% | +42.6% | +42.8% |
| All | +43.6% | +2.3% | +41.3% | +42.8% |
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 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