+2,105.4%
FIX vs CHD
+23.9%
+2,081.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | -2.7% | +8.7% | +5.8% |
| 30D | -7.2% | -4.6% | -2.6% | -7.6% |
| 3M | -15.9% | +5.0% | -20.9% | -15.6% |
| 6M | +12.7% | -3.2% | +16.0% | +12.9% |
| YTD | +72.8% | +18.6% | +54.2% | +73.7% |
| 1Y | +122.9% | +4.8% | +118.1% | +124.9% |
| 3Y | +774.3% | +6.1% | +768.2% | +757.2% |
| All | +2,105.4% | +23.9% | +2,081.6% | +1,824.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling