+14,337.8%
DE vs CHD
+10,010.3%
+4,327.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.4% |
| 7D | +0.7% | -2.9% | +3.6% | +1.4% |
| 30D | +9.6% | -6.2% | +15.9% | +11.2% |
| 3M | +19.0% | +1.6% | +17.4% | +18.3% |
| 6M | +16.1% | -3.5% | +19.6% | +16.6% |
| YTD | +47.0% | +16.2% | +30.8% | +41.6% |
| 1Y | +43.1% | +3.4% | +39.8% | +41.3% |
| 3Y | +77.5% | +4.6% | +72.9% | +73.1% |
| 5Y | +96.4% | +21.1% | +75.2% | +82.8% |
| 10Y | +852.9% | +126.5% | +726.3% | +646.0% |
| All | +14,337.8% | +10,010.3% | +4,327.5% | +5,160.6% |
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