-15.8%
F vs CHD
+30.9%
-46.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | +1.6% | +2.0% | -0.4% | +1.2% |
| 30D | +2.6% | +13.0% | -10.4% | +0.4% |
| 3M | -8.8% | +6.1% | -14.9% | -9.8% |
| 6M | +4.6% | +15.9% | -11.2% | +1.7% |
| YTD | -1.9% | +31.6% | -33.5% | -6.8% |
| 1Y | -0.8% | +28.5% | -29.2% | -5.3% |
| 3Y | +43.5% | +30.5% | +13.0% | +34.7% |
| All | -15.8% | +30.9% | -46.7% | -22.9% |
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