+7,843.3%
FIX vs CHD
+7,225.2%
+618.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.9% |
| 7D | -17.5% | +2.0% | -19.4% | -18.0% |
| 30D | -41.6% | +13.0% | -54.6% | -43.5% |
| 3M | -40.6% | +6.1% | -46.7% | -41.7% |
| 6M | -49.4% | +15.9% | -65.2% | -51.8% |
| YTD | +9.2% | +31.6% | -22.4% | +0.4% |
| 1Y | +6.5% | +28.5% | -22.0% | -1.7% |
| 3Y | +448.7% | +30.5% | +418.3% | +391.9% |
| 5Y | +948.7% | +30.7% | +918.0% | +827.8% |
| 10Y | +3,659.7% | +184.2% | +3,475.5% | +2,497.5% |
| All | +7,843.3% | +7,225.2% | +618.2% | +2,734.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling