+615.0%
F vs CHD
+10,220.8%
-9,605.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -2.7% | +8.0% | +6.0% |
| 30D | +4.6% | -4.6% | +9.2% | +5.7% |
| 3M | -3.7% | +5.0% | -8.7% | -5.0% |
| 6M | +16.8% | -3.2% | +20.0% | +17.4% |
| YTD | +15.3% | +18.6% | -3.3% | +10.5% |
| 1Y | +31.0% | +4.8% | +26.2% | +28.9% |
| 3Y | +45.4% | +6.1% | +39.3% | +41.4% |
| 5Y | +54.7% | +24.0% | +30.7% | +43.9% |
| 10Y | +98.2% | +124.5% | -26.2% | +54.8% |
| All | +615.0% | +10,220.8% | -9,605.8% | +199.8% |
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