-4.2%
DT vs CHD
+33.2%
-37.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.4% | 0.0% |
| 7D | +3.1% | +3.4% | -0.2% | +3.9% |
| 30D | -29.5% | +10.1% | -39.6% | -27.7% |
| 3M | -11.7% | +11.9% | -23.6% | -9.2% |
| 6M | +29.0% | +19.6% | +9.4% | +37.0% |
| YTD | +3.4% | +36.0% | -32.7% | +11.6% |
| 1Y | -4.2% | +34.8% | -39.0% | +3.2% |
| All | -4.2% | +33.2% | -37.4% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling