+242.8%
FFIV vs CHD
+123.8%
+118.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +4.0% |
| 7D | +3.5% | -4.2% | +7.6% | +4.0% |
| 30D | -1.3% | -7.6% | +6.3% | -0.3% |
| 3M | +2.4% | -1.6% | +4.0% | +2.4% |
| 6M | +41.8% | -6.3% | +48.1% | +42.8% |
| YTD | +58.5% | +14.6% | +43.9% | +54.3% |
| 1Y | +24.3% | +1.6% | +22.8% | +23.3% |
| 3Y | +152.0% | +3.1% | +148.9% | +145.9% |
| 5Y | +99.1% | +21.1% | +78.0% | +85.6% |
| 10Y | +242.8% | +128.6% | +114.2% | +184.3% |
| All | +242.8% | +123.8% | +118.9% | +184.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling