+5,150.0%
FFIV vs CHD
+3,711.6%
+1,438.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | -2.7% | +1.7% | -0.5% |
| 30D | -5.1% | -4.6% | -0.4% | -4.3% |
| 3M | -4.5% | +5.0% | -9.5% | -5.5% |
| 6M | +36.5% | -3.2% | +39.7% | +36.8% |
| YTD | +53.0% | +18.6% | +34.3% | +47.3% |
| 1Y | +24.2% | +4.8% | +19.4% | +22.3% |
| 3Y | +137.2% | +6.1% | +131.1% | +130.3% |
| 5Y | +91.8% | +24.0% | +67.8% | +78.9% |
| 10Y | +215.2% | +124.5% | +90.7% | +155.7% |
| All | +5,150.0% | +3,711.6% | +1,438.4% | +3,710.5% |
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