+115.6%
DT vs CHD
+36.4%
+79.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | -2.5% | -4.7% | +2.2% | -1.7% |
| 30D | +3.5% | -8.3% | +11.9% | +5.2% |
| 3M | +26.7% | -4.0% | +30.7% | +27.6% |
| 6M | +36.1% | -6.5% | +42.7% | +37.6% |
| YTD | +18.6% | +13.1% | +5.6% | +14.5% |
| 1Y | +7.9% | +2.3% | +5.6% | +6.4% |
| 3Y | +8.6% | +1.8% | +6.8% | +5.5% |
| 5Y | -26.7% | +20.6% | -47.2% | -35.4% |
| All | +115.6% | +36.4% | +79.2% | +73.4% |
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