+4,404.4%
DELL vs CHD
+126.1%
+4,278.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.2% | +11.8% | +12.0% |
| 7D | +8.2% | -4.5% | +12.7% | +8.5% |
| 30D | +17.1% | -6.7% | +23.8% | +17.5% |
| 3M | +45.2% | -2.7% | +47.9% | +45.2% |
| 6M | +286.8% | -4.9% | +291.7% | +287.3% |
| YTD | +354.8% | +13.3% | +341.4% | +347.7% |
| 1Y | +358.3% | +1.0% | +357.3% | +356.2% |
| 3Y | +724.9% | +1.3% | +723.6% | +707.4% |
| 5Y | +1,193.7% | +20.8% | +1,172.9% | +1,107.5% |
| All | +4,404.4% | +126.1% | +4,278.3% | +3,753.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling