+78,645.2%
FICO vs CHD
+11,349.8%
+67,295.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.5% |
| 30D | +3.3% | +13.0% | -9.7% | -0.1% |
| 3M | -31.7% | +6.1% | -37.8% | -32.8% |
| 6M | -34.0% | +15.9% | -49.8% | -36.5% |
| YTD | -58.3% | +31.6% | -89.9% | -61.4% |
| 1Y | -57.9% | +28.5% | -86.4% | -60.7% |
| 3Y | -24.1% | +30.5% | -54.5% | -30.1% |
| 5Y | +85.3% | +30.7% | +54.6% | +68.9% |
| 10Y | +520.3% | +184.2% | +336.1% | +358.8% |
| All | +78,645.2% | +11,349.8% | +67,295.4% | +29,276.7% |
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