+144.5%
IBM vs CHD
+123.8%
+20.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.8% | +3.8% |
| 7D | +3.6% | -4.2% | +7.7% | +4.7% |
| 30D | +1.5% | -7.6% | +9.1% | +3.6% |
| 3M | -12.9% | -1.6% | -11.3% | -12.4% |
| 6M | -3.9% | -6.3% | +2.4% | -2.4% |
| YTD | -17.3% | +14.6% | -31.9% | -20.9% |
| 1Y | -5.0% | +1.6% | -6.6% | -6.1% |
| 3Y | +78.2% | +3.1% | +75.1% | +73.6% |
| 5Y | +120.6% | +21.1% | +99.6% | +100.9% |
| 10Y | +144.5% | +128.6% | +15.9% | +87.6% |
| All | +144.5% | +123.8% | +20.6% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling