+4,202.7%
FFIV vs CHD
+4,232.6%
-30.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -32.4% | +12.2% | -44.6% | -33.9% |
| 3M | -22.7% | +9.3% | -32.0% | -24.1% |
| 6M | -10.7% | +24.3% | -34.9% | -14.5% |
| YTD | +25.4% | +34.9% | -9.5% | +17.7% |
| 1Y | +34.2% | +32.7% | +1.5% | +26.4% |
| 3Y | +101.2% | +29.4% | +71.8% | +88.1% |
| 5Y | +42.0% | +31.7% | +10.3% | +31.1% |
| 10Y | +126.7% | +191.7% | -65.0% | +74.9% |
| All | +4,202.7% | +4,232.6% | -30.0% | +2,947.0% |
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 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