+3,759.0%
FIX vs CHD
+196.6%
+3,562.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | +6.4% | 0.0% | +6.5% | +6.5% |
| 30D | -29.1% | +12.2% | -41.3% | -30.2% |
| 3M | -31.1% | +9.3% | -40.5% | -32.1% |
| 6M | -42.8% | +24.3% | -67.1% | -45.0% |
| YTD | +24.6% | +34.9% | -10.2% | +17.7% |
| 1Y | +21.9% | +32.7% | -10.8% | +15.4% |
| 3Y | +524.9% | +29.4% | +495.5% | +473.7% |
| 5Y | +1,092.2% | +31.7% | +1,060.5% | +966.0% |
| 10Y | +3,759.0% | +191.7% | +3,567.4% | +2,604.1% |
| All | +3,759.0% | +196.6% | +3,562.5% | +2,604.1% |
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 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