+1,243.3%
ES vs CHD
+10,220.8%
-8,977.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +0.3% | -2.7% | +3.0% | +0.9% |
| 30D | -2.0% | -4.6% | +2.7% | -1.0% |
| 3M | +1.7% | +5.0% | -3.4% | +0.5% |
| 6M | -3.5% | -3.2% | -0.3% | -3.0% |
| YTD | +7.9% | +18.6% | -10.7% | +3.7% |
| 1Y | +17.2% | +4.8% | +12.3% | +15.5% |
| 3Y | +29.3% | +6.1% | +23.2% | +26.5% |
| 5Y | -5.7% | +24.0% | -29.7% | -11.1% |
| 10Y | +85.2% | +124.5% | -39.2% | +55.7% |
| All | +1,243.3% | +10,220.8% | -8,977.6% | +608.0% |
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