+340.0%
IR vs CHD
+149.5%
+190.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +1.5% | +2.4% | -0.8% | +1.1% |
| 30D | +9.0% | +13.9% | -4.9% | +6.5% |
| 3M | -0.9% | +8.5% | -9.4% | -2.4% |
| 6M | +13.4% | +20.4% | -7.0% | +9.7% |
| YTD | +8.5% | +34.5% | -26.1% | +3.1% |
| 1Y | +11.3% | +33.8% | -22.5% | +5.8% |
| 3Y | +26.0% | +29.1% | -3.1% | +19.6% |
| 5Y | +47.9% | +31.2% | +16.6% | +38.2% |
| All | +340.0% | +149.5% | +190.5% | +265.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling