+0.1%
DOW vs CHD
+86.3%
-86.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | +5.2% | +3.6% | +1.6% | +4.3% |
| 30D | +13.2% | +10.4% | +2.8% | +10.5% |
| 3M | +10.1% | +12.2% | -2.1% | +7.0% |
| 6M | -13.1% | +19.9% | -33.0% | -17.1% |
| YTD | +46.1% | +36.4% | +9.7% | +33.9% |
| 1Y | +50.0% | +35.1% | +14.9% | +37.8% |
| 3Y | -20.2% | +29.2% | -49.4% | -26.9% |
| 5Y | -27.7% | +33.4% | -61.1% | -36.3% |
| All | +0.1% | +86.3% | -86.2% | -28.7% |
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