+18.9%
ES vs CHD
+2.5%
+16.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +1.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.1% |
| 30D | -1.2% | -6.2% | +5.0% | +0.4% |
| 3M | +5.0% | +1.6% | +3.4% | +4.5% |
| 6M | -2.8% | -3.5% | +0.7% | -2.7% |
| YTD | +8.6% | +16.2% | -7.6% | +7.1% |
| 1Y | +18.9% | +3.4% | +15.5% | +15.7% |
| All | +18.9% | +2.5% | +16.4% | +15.7% |
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