+126.9%
FFIV vs CHD
+180.1%
-53.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -4.2% | +2.4% | -6.6% | -4.5% |
| 30D | -33.9% | +13.9% | -47.8% | -35.1% |
| 3M | -22.6% | +8.5% | -31.1% | -23.5% |
| 6M | -10.4% | +20.4% | -30.7% | -12.9% |
| YTD | +24.3% | +34.5% | -10.2% | +18.3% |
| 1Y | +31.8% | +33.8% | -2.0% | +25.5% |
| 3Y | +99.5% | +29.1% | +70.4% | +87.7% |
| 5Y | +40.7% | +31.2% | +9.5% | +30.1% |
| 10Y | +126.9% | +193.1% | -66.3% | +75.3% |
| All | +126.9% | +180.1% | -53.2% | +75.3% |
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