-35.9%
DOW vs CHD
+19.3%
-55.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -6.0% | -4.2% | -1.9% | -5.6% |
| 30D | -2.7% | -7.6% | +4.8% | -2.0% |
| 3M | -10.5% | -1.6% | -8.9% | -10.4% |
| 6M | -12.4% | -6.3% | -6.1% | -11.7% |
| YTD | +30.0% | +14.6% | +15.4% | +26.9% |
| 1Y | +27.8% | +1.6% | +26.2% | +26.8% |
| 3Y | -34.9% | +3.1% | -38.1% | -35.7% |
| 5Y | -35.9% | +21.1% | -57.0% | -37.1% |
| All | -35.9% | +19.3% | -55.2% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling