-14.9%
INFQ vs CHD
-5.7%
-9.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -3.1% |
| 7D | +4.8% | -4.2% | +9.0% | +4.1% |
| 30D | +13.4% | -7.6% | +21.0% | +12.4% |
| 3M | -3.3% | -1.6% | -1.7% | -4.5% |
| 6M | +13.7% | -6.3% | +20.0% | +6.4% |
| All | -14.9% | -5.7% | -9.2% | -19.0% |
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