+95.7%
ES vs CHD
+191.9%
-96.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | +8.2% | +11.6% | -3.4% | +3.1% |
| 3M | +0.6% | +10.7% | -10.1% | -3.9% |
| 6M | +6.0% | +20.2% | -14.3% | -2.6% |
| YTD | +9.3% | +34.5% | -25.2% | -4.7% |
| 1Y | +1.1% | +32.6% | -31.4% | -11.4% |
| 3Y | +51.9% | +29.1% | +22.8% | +32.4% |
| 5Y | +6.5% | +31.5% | -25.1% | -9.9% |
| All | +95.7% | +191.9% | -96.2% | +22.4% |
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