+235.7%
DIA vs CHD
+195.3%
+40.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +2.1% | +3.4% | -1.2% | +1.3% |
| 30D | +1.5% | +10.1% | -8.6% | -1.0% |
| 3M | -2.4% | +11.9% | -14.3% | -5.3% |
| 6M | +6.0% | +19.6% | -13.6% | +0.9% |
| YTD | +10.1% | +36.0% | -26.0% | +1.0% |
| 1Y | +11.8% | +34.8% | -22.9% | +2.8% |
| 3Y | +59.7% | +28.8% | +30.9% | +46.6% |
| 5Y | +57.9% | +33.0% | +24.9% | +41.2% |
| All | +235.7% | +195.3% | +40.4% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling