+32.8%
ES vs CHD
+6.5%
+26.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | -2.0% | -4.6% | +2.7% | -0.6% |
| 3M | +1.7% | +5.0% | -3.4% | +0.1% |
| 6M | -3.5% | -3.2% | -0.3% | -3.0% |
| YTD | +7.9% | +18.6% | -10.7% | +2.6% |
| 1Y | +17.2% | +4.8% | +12.3% | +15.4% |
| All | +32.8% | +6.5% | +26.3% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling