+2,574.6%
IBM vs CHD
+11,631.5%
-9,056.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +10.1% | +12.2% | -2.1% | +7.5% |
| 3M | +4.8% | +9.3% | -4.5% | +2.9% |
| 6M | +12.6% | +24.3% | -11.7% | +7.8% |
| YTD | -13.9% | +34.9% | -48.8% | -19.3% |
| 1Y | -18.7% | +32.7% | -51.4% | -23.5% |
| 3Y | +81.9% | +29.4% | +52.5% | +70.9% |
| 5Y | +148.3% | +31.7% | +116.6% | +130.6% |
| 10Y | +143.6% | +191.7% | -48.0% | +92.5% |
| All | +2,574.6% | +11,631.5% | -9,056.9% | +1,105.2% |
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