+11.3%
IR vs CHD
+31.5%
-20.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.5% | +2.4% | -0.8% | +0.7% |
| 30D | +9.0% | +13.9% | -4.9% | +3.8% |
| 3M | -0.9% | +8.5% | -9.4% | -3.9% |
| 6M | +13.4% | +20.4% | -7.0% | +5.5% |
| YTD | +8.5% | +34.5% | -26.1% | -3.0% |
| 1Y | +11.3% | +33.8% | -22.5% | -0.7% |
| All | +11.3% | +31.5% | -20.2% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling