+2,876.4%
FITB vs CHD
+10,010.3%
-7,133.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.1% |
| 7D | +2.8% | -2.9% | +5.7% | +3.7% |
| 30D | -4.5% | -6.2% | +1.7% | -2.8% |
| 3M | +5.7% | +1.6% | +4.1% | +5.0% |
| 6M | +17.1% | -3.5% | +20.6% | +18.0% |
| YTD | +18.3% | +16.2% | +2.1% | +13.0% |
| 1Y | +23.9% | +3.4% | +20.5% | +21.9% |
| 3Y | +131.1% | +4.6% | +126.5% | +123.7% |
| 5Y | +71.1% | +21.1% | +50.0% | +56.5% |
| 10Y | +283.9% | +126.5% | +157.3% | +178.8% |
| All | +2,876.4% | +10,010.3% | -7,133.9% | +897.1% |
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