+274.5%
IR vs CHD
+109.7%
+164.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -3.1% | -4.7% | +1.7% | -2.2% |
| 30D | -14.0% | -8.3% | -5.7% | -12.7% |
| 3M | +3.7% | -4.0% | +7.8% | +4.4% |
| 6M | -15.4% | -6.5% | -8.9% | -14.5% |
| YTD | -7.7% | +13.1% | -20.8% | -9.5% |
| 1Y | -8.8% | +2.3% | -11.1% | -9.3% |
| 3Y | +5.6% | +1.8% | +3.8% | +4.4% |
| 5Y | +34.3% | +20.6% | +13.8% | +27.9% |
| All | +274.5% | +109.7% | +164.8% | +221.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling