+277.0%
IR vs CHD
+112.5%
+164.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -1.9% | -4.2% | +2.3% | -1.2% |
| 30D | -15.0% | -7.6% | -7.5% | -13.9% |
| 3M | -0.4% | -1.6% | +1.2% | -0.2% |
| 6M | -15.0% | -6.3% | -8.7% | -14.2% |
| YTD | -7.1% | +14.6% | -21.6% | -9.1% |
| 1Y | -7.5% | +1.6% | -9.1% | -7.9% |
| 3Y | +6.3% | +3.1% | +3.1% | +4.9% |
| 5Y | +37.3% | +21.1% | +16.3% | +30.7% |
| All | +277.0% | +112.5% | +164.6% | +222.7% |
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