+4.1%
DT vs CHD
+2.3%
+1.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.6% |
| 7D | -1.6% | -4.5% | +2.9% | -2.3% |
| 30D | +3.0% | -6.7% | +9.8% | +1.9% |
| 3M | +26.5% | -2.7% | +29.2% | +26.4% |
| 6M | +35.9% | -4.9% | +40.9% | +36.7% |
| YTD | +17.8% | +13.3% | +4.5% | +16.9% |
| 1Y | +4.1% | +1.0% | +3.0% | +0.1% |
| All | +4.1% | +2.3% | +1.7% | +0.1% |
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 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