+569.8%
DELL vs CHD
+33.2%
+536.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.4% | -8.6% | -7.0% |
| 7D | +4.9% | +3.6% | +1.2% | +5.4% |
| 30D | -32.1% | +10.4% | -42.5% | -31.1% |
| 3M | -30.2% | +12.2% | -42.4% | -29.1% |
| 6M | +41.7% | +19.9% | +21.8% | +44.8% |
| YTD | +176.6% | +36.4% | +140.2% | +183.9% |
| 1Y | +159.9% | +35.1% | +124.8% | +166.9% |
| 3Y | +388.0% | +29.2% | +358.8% | +382.6% |
| All | +569.8% | +33.2% | +536.6% | +533.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling