-0.1%
ES vs CHD
+30.9%
-31.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.6% | +1.1% |
| 7D | +5.3% | +6.9% | -1.6% | +2.6% |
| 30D | +8.9% | +17.1% | -8.2% | +2.7% |
| 3M | -1.9% | +9.1% | -11.0% | -5.2% |
| 6M | +3.9% | +21.4% | -17.5% | -3.5% |
| YTD | +8.3% | +34.9% | -26.6% | -2.7% |
| 1Y | -0.1% | +31.0% | -31.2% | -9.8% |
| All | -0.1% | +30.9% | -31.1% | -9.8% |
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