+7.2%
DG vs CHD
+4.0%
+3.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.2% |
| 7D | -2.5% | -2.9% | +0.5% | -1.3% |
| 30D | +1.0% | -6.2% | +7.2% | +3.7% |
| 3M | +20.3% | +1.6% | +18.8% | +19.6% |
| 6M | -11.7% | -3.5% | -8.2% | -10.7% |
| YTD | -2.3% | +16.2% | -18.5% | -7.6% |
| 1Y | +20.0% | +3.4% | +16.6% | +18.3% |
| 3Y | +7.2% | +4.6% | +2.6% | -0.4% |
| All | +7.2% | +4.0% | +3.3% | -0.4% |
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 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