+3,644.4%
FIX vs CHD
+180.1%
+3,464.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -13.9% | +2.4% | -16.3% | -14.2% |
| 30D | -35.5% | +13.9% | -49.5% | -36.7% |
| 3M | -33.9% | +8.5% | -42.5% | -34.7% |
| 6M | -43.3% | +20.4% | -63.7% | -45.2% |
| YTD | +18.7% | +34.5% | -15.9% | +12.1% |
| 1Y | +13.8% | +33.8% | -20.0% | +7.4% |
| 3Y | +495.0% | +29.1% | +465.8% | +446.3% |
| 5Y | +1,049.0% | +31.2% | +1,017.8% | +927.9% |
| 10Y | +3,644.4% | +193.1% | +3,451.3% | +2,510.4% |
| All | +3,644.4% | +180.1% | +3,464.3% | +2,510.4% |
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