+9,431.7%
DGX vs CHD
+7,562.3%
+1,869.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -0.3% | -2.9% | +2.6% | +0.5% |
| 30D | -1.2% | -6.2% | +5.0% | +0.4% |
| 3M | +19.9% | +1.6% | +18.3% | +19.3% |
| 6M | +19.2% | -3.5% | +22.7% | +20.0% |
| YTD | +37.5% | +16.2% | +21.3% | +31.6% |
| 1Y | +31.3% | +3.4% | +27.9% | +29.4% |
| 3Y | +96.6% | +4.6% | +92.0% | +92.1% |
| 5Y | +64.3% | +21.1% | +43.1% | +52.9% |
| 10Y | +241.1% | +126.5% | +114.6% | +163.5% |
| All | +9,431.7% | +7,562.3% | +1,869.5% | +3,284.2% |
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