+2,533.7%
IBM vs CHD
+11,557.1%
-9,023.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.1% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | +8.4% | +13.5% | -5.1% | +5.6% |
| 3M | +4.5% | +8.1% | -3.7% | +2.7% |
| 6M | +7.9% | +19.9% | -12.0% | +4.0% |
| YTD | -15.2% | +34.0% | -49.2% | -20.4% |
| 1Y | -17.6% | +29.8% | -47.4% | -22.1% |
| 3Y | +82.1% | +28.7% | +53.3% | +71.2% |
| 5Y | +143.3% | +31.8% | +111.6% | +126.0% |
| 10Y | +149.9% | +178.2% | -28.3% | +99.1% |
| All | +2,533.7% | +11,557.1% | -9,023.5% | +1,088.3% |
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