+4,681.2%
DELL vs CHD
+125.9%
+4,555.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | -2.7% | +17.6% | +15.0% |
| 30D | +13.3% | -4.6% | +17.9% | +13.6% |
| 3M | +24.4% | +5.0% | +19.4% | +23.8% |
| 6M | +258.0% | -3.2% | +261.2% | +258.6% |
| YTD | +320.2% | +18.6% | +301.5% | +312.9% |
| 1Y | +319.1% | +4.8% | +314.2% | +316.6% |
| 3Y | +706.5% | +6.1% | +700.4% | +687.6% |
| 5Y | +1,071.9% | +24.0% | +1,047.9% | +996.7% |
| 10Y | +4,683.5% | +124.5% | +4,559.0% | +3,990.4% |
| All | +4,681.2% | +125.9% | +4,555.3% | +3,997.0% |
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