+591.6%
DG vs CHD
+888.0%
-296.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.8% | -0.9% |
| 7D | +0.3% | +3.6% | -3.4% | -1.2% |
| 30D | +3.2% | +10.4% | -7.2% | -0.7% |
| 3M | +10.4% | +12.2% | -1.8% | +5.6% |
| 6M | +33.2% | +19.9% | +13.2% | +23.8% |
| YTD | +3.0% | +36.4% | -33.4% | -9.1% |
| 1Y | +31.2% | +35.1% | -3.9% | +16.3% |
| 3Y | +21.8% | +29.2% | -7.4% | +8.7% |
| 5Y | -35.0% | +33.4% | -68.4% | -43.4% |
| 10Y | +106.0% | +195.0% | -89.0% | +30.3% |
| All | +591.6% | +888.0% | -296.4% | +180.3% |
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