-10.2%
DOW vs CHD
+54.4%
-64.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -2.4% | -4.7% | +2.3% | -1.3% |
| 30D | -4.1% | -8.3% | +4.2% | -2.2% |
| 3M | -12.4% | -4.0% | -8.4% | -11.8% |
| 6M | -10.6% | -6.5% | -4.1% | -9.6% |
| YTD | +31.1% | +13.1% | +18.0% | +25.6% |
| 1Y | +30.5% | +2.3% | +28.2% | +28.4% |
| 3Y | -34.4% | +1.8% | -36.2% | -36.2% |
| 5Y | -35.5% | +20.6% | -56.1% | -42.7% |
| All | -10.2% | +54.4% | -64.6% | -33.1% |
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