+40.7%
FFIV vs CHD
+31.9%
+8.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -4.2% | +2.4% | -6.6% | -4.3% |
| 30D | -33.9% | +13.9% | -47.8% | -34.2% |
| 3M | -22.6% | +8.5% | -31.1% | -22.9% |
| 6M | -10.4% | +20.4% | -30.7% | -11.3% |
| YTD | +24.3% | +34.5% | -10.2% | +21.3% |
| 1Y | +31.8% | +33.8% | -2.0% | +28.7% |
| 3Y | +99.5% | +29.1% | +70.4% | +89.8% |
| 5Y | +40.7% | +31.2% | +9.5% | +33.1% |
| All | +40.7% | +31.9% | +8.8% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling