+104,095.6%
FICO vs CHD
+10,220.8%
+93,874.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -19.2% | -2.7% | -16.5% | -18.6% |
| 30D | -14.6% | -4.6% | -10.0% | -13.5% |
| 3M | -20.1% | +5.0% | -25.1% | -21.1% |
| 6M | -36.3% | -3.2% | -33.1% | -35.7% |
| YTD | -44.9% | +18.6% | -63.5% | -47.4% |
| 1Y | -38.6% | +4.8% | -43.5% | -39.6% |
| 3Y | +4.0% | +6.1% | -2.2% | +0.9% |
| 5Y | +99.5% | +24.0% | +75.6% | +84.4% |
| 10Y | +604.7% | +124.5% | +480.2% | +453.3% |
| All | +104,095.6% | +10,220.8% | +93,874.7% | +39,865.0% |
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