+87.8%
DT vs CHD
+64.6%
+23.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | +3.1% | +3.6% | -0.5% | +2.5% |
| 30D | -29.5% | +10.4% | -39.9% | -30.8% |
| 3M | -11.7% | +12.2% | -23.9% | -13.6% |
| 6M | +29.0% | +19.9% | +9.1% | +24.7% |
| YTD | +3.4% | +36.4% | -33.0% | -3.6% |
| 1Y | -4.2% | +35.1% | -39.4% | -10.5% |
| 3Y | -12.8% | +29.2% | -42.0% | -19.3% |
| 5Y | -39.6% | +33.4% | -73.0% | -46.6% |
| All | +87.8% | +64.6% | +23.3% | +45.9% |
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