-52.4%
FIS vs CHD
+196.1%
-248.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.7% | +3.7% |
| 7D | +2.8% | +3.6% | -0.8% | +1.6% |
| 30D | -16.7% | +10.4% | -27.1% | -19.7% |
| 3M | -32.3% | +12.2% | -44.5% | -35.1% |
| 6M | -29.1% | +19.9% | -49.0% | -33.5% |
| YTD | -54.1% | +36.4% | -90.5% | -59.1% |
| 1Y | -53.7% | +35.1% | -88.8% | -58.6% |
| 3Y | -38.8% | +29.2% | -68.0% | -45.0% |
| 5Y | -71.1% | +33.4% | -104.5% | -74.8% |
| All | -52.4% | +196.1% | -248.5% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling