+2,900.6%
FITB vs CHD
+11,766.8%
-8,866.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.7% |
| 7D | +2.8% | +3.6% | -0.9% | +1.7% |
| 30D | +9.8% | +10.4% | -0.6% | +6.8% |
| 3M | -5.2% | +12.2% | -17.3% | -8.3% |
| 6M | +17.3% | +19.9% | -2.6% | +11.3% |
| YTD | +19.3% | +36.4% | -17.1% | +8.8% |
| 1Y | +32.7% | +35.1% | -2.4% | +21.4% |
| 3Y | +141.6% | +29.2% | +112.4% | +120.6% |
| 5Y | +48.9% | +33.4% | +15.5% | +32.7% |
| 10Y | +216.5% | +195.0% | +21.5% | +113.2% |
| All | +2,900.6% | +11,766.8% | -8,866.2% | +860.4% |
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 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