+82.1%
IBM vs CHD
+29.8%
+52.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | +8.4% | +13.5% | -5.1% | +6.3% |
| 3M | +4.5% | +8.1% | -3.7% | +3.2% |
| 6M | +7.9% | +19.9% | -12.0% | +5.4% |
| YTD | -15.2% | +34.0% | -49.2% | -19.6% |
| 1Y | -17.6% | +29.8% | -47.4% | -21.4% |
| 3Y | +82.1% | +28.7% | +53.3% | +77.8% |
| All | +82.1% | +29.8% | +52.2% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling