+24.2%
FIX vs CHD
+33.5%
-9.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.4% |
| 7D | +9.4% | +3.6% | +5.8% | +12.0% |
| 30D | -27.8% | +10.4% | -38.2% | -22.4% |
| 3M | -35.6% | +12.2% | -47.7% | -29.8% |
| 6M | -45.2% | +19.9% | -65.1% | -38.0% |
| YTD | +19.5% | +36.4% | -16.9% | +52.7% |
| 1Y | +24.2% | +35.1% | -10.9% | +57.8% |
| All | +24.2% | +33.5% | -9.3% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling