+636.7%
DELL vs CHD
+0.5%
+636.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -5.8% |
| 7D | -1.9% | -4.7% | +2.8% | -3.4% |
| 30D | +14.9% | -8.3% | +23.2% | +11.8% |
| 3M | +37.2% | -4.0% | +41.3% | +36.0% |
| 6M | +254.0% | -6.5% | +260.5% | +250.0% |
| YTD | +306.1% | +13.1% | +293.1% | +323.3% |
| 1Y | +312.3% | +2.3% | +310.0% | +317.8% |
| All | +636.7% | +0.5% | +636.2% | +636.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling