+53.9%
F vs CHD
+23.9%
+30.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -2.7% | +8.0% | +5.8% |
| 30D | +4.6% | -4.6% | +9.2% | +5.4% |
| 3M | -3.7% | +5.0% | -8.7% | -4.7% |
| 6M | +16.8% | -3.2% | +20.0% | +17.2% |
| YTD | +15.3% | +18.6% | -3.3% | +11.5% |
| 1Y | +31.0% | +4.8% | +26.2% | +29.5% |
| 3Y | +45.4% | +6.1% | +39.3% | +42.4% |
| All | +53.9% | +23.9% | +30.1% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling