+99.5%
FFIV vs CHD
+29.0%
+70.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | -4.2% | +2.4% | -6.6% | -3.9% |
| 30D | -33.9% | +13.9% | -47.8% | -32.7% |
| 3M | -22.6% | +8.5% | -31.1% | -21.7% |
| 6M | -10.4% | +20.4% | -30.7% | -8.1% |
| YTD | +24.3% | +34.5% | -10.2% | +28.3% |
| 1Y | +31.8% | +33.8% | -2.0% | +35.9% |
| 3Y | +99.5% | +29.1% | +70.4% | +99.0% |
| All | +99.5% | +29.0% | +70.5% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling