-80.9%
FIG vs CHD
+1.5%
-82.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -14.5% | -4.2% | -10.3% | -13.9% |
| 30D | -13.3% | -7.6% | -5.7% | -12.5% |
| 3M | +7.4% | -1.6% | +9.0% | +8.3% |
| 6M | -27.8% | -6.3% | -21.5% | -26.1% |
| YTD | -41.1% | +14.6% | -55.7% | -43.1% |
| 1Y | -58.7% | +1.6% | -60.3% | -52.9% |
| All | -80.9% | +1.5% | -82.5% | -78.8% |
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