+6.5%
FIX vs CHD
+28.5%
-22.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +4.2% |
| 7D | -17.5% | +2.0% | -19.4% | -16.1% |
| 30D | -41.6% | +13.0% | -54.6% | -36.5% |
| 3M | -40.6% | +6.1% | -46.7% | -37.5% |
| 6M | -49.4% | +15.9% | -65.2% | -44.0% |
| YTD | +9.2% | +31.6% | -22.4% | +34.7% |
| 1Y | +6.5% | +28.5% | -22.0% | +29.7% |
| All | +6.5% | +28.5% | -22.0% | +29.7% |
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