+948.1%
FIX vs CHD
+30.9%
+917.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.2% |
| 7D | -17.5% | +2.0% | -19.4% | -17.2% |
| 30D | -41.6% | +13.0% | -54.6% | -40.6% |
| 3M | -40.6% | +6.1% | -46.7% | -39.9% |
| 6M | -49.4% | +15.9% | -65.2% | -48.4% |
| YTD | +9.2% | +31.6% | -22.4% | +11.5% |
| 1Y | +6.5% | +28.5% | -22.0% | +8.8% |
| 3Y | +448.7% | +30.5% | +418.3% | +431.2% |
| All | +948.1% | +30.9% | +917.2% | +844.6% |
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