+2,413.6%
IBM vs CHD
+10,220.8%
-7,807.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -2.7% | +2.4% | +0.2% |
| 30D | +0.3% | -4.6% | +4.9% | +1.2% |
| 3M | -21.6% | +5.0% | -26.6% | -22.3% |
| 6M | -4.7% | -3.2% | -1.5% | -4.2% |
| YTD | -19.1% | +18.6% | -37.7% | -22.1% |
| 1Y | -2.5% | +4.8% | -7.3% | -3.9% |
| 3Y | +74.2% | +6.1% | +68.0% | +70.2% |
| 5Y | +113.1% | +24.0% | +89.2% | +100.4% |
| 10Y | +133.5% | +124.5% | +9.1% | +93.8% |
| All | +2,413.6% | +10,220.8% | -7,807.2% | +1,062.9% |
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