+284.0%
FITB vs CHD
+126.1%
+157.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.3% | -4.5% | +4.2% | +0.4% |
| 30D | -5.7% | -6.7% | +1.0% | -4.7% |
| 3M | +3.2% | -2.7% | +5.9% | +3.5% |
| 6M | +23.4% | -4.9% | +28.3% | +24.2% |
| YTD | +18.8% | +13.3% | +5.4% | +16.5% |
| 1Y | +25.0% | +1.0% | +24.0% | +24.5% |
| 3Y | +131.2% | +1.3% | +129.9% | +128.6% |
| 5Y | +70.7% | +20.8% | +49.8% | +62.1% |
| All | +284.0% | +126.1% | +157.9% | +246.2% |
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