+508.4%
F vs CHD
+11,349.8%
-10,841.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +1.6% | +2.0% | -0.4% | +1.1% |
| 30D | +2.6% | +13.0% | -10.4% | -0.2% |
| 3M | -8.8% | +6.1% | -14.9% | -10.1% |
| 6M | +4.6% | +15.9% | -11.2% | +0.9% |
| YTD | -1.9% | +31.6% | -33.5% | -8.2% |
| 1Y | -0.8% | +28.5% | -29.2% | -6.6% |
| 3Y | +43.5% | +30.5% | +13.0% | +33.2% |
| 5Y | -12.1% | +30.7% | -42.8% | -19.2% |
| 10Y | +83.6% | +184.2% | -100.6% | +35.7% |
| All | +508.4% | +11,349.8% | -10,841.4% | +149.2% |
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 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