-40.7%
FIS vs CHD
+125.6%
-166.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | -8.9% | -4.7% | -4.2% | -7.4% |
| 30D | -9.9% | -8.3% | -1.6% | -7.2% |
| 3M | 0.0% | -4.0% | +4.0% | +1.4% |
| 6M | -22.9% | -6.5% | -16.4% | -21.3% |
| YTD | -40.9% | +13.1% | -54.0% | -43.5% |
| 1Y | -40.4% | +2.3% | -42.8% | -41.3% |
| 3Y | -25.4% | +1.8% | -27.1% | -27.0% |
| 5Y | -64.8% | +20.6% | -85.4% | -68.2% |
| All | -40.7% | +125.6% | -166.3% | -54.4% |
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