+46.8%
IR vs CHD
+33.4%
+13.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.3% |
| 7D | +5.0% | +0.8% | +4.2% | +4.8% |
| 30D | +10.3% | +13.5% | -3.1% | +7.3% |
| 3M | -0.1% | +8.1% | -8.2% | -1.8% |
| 6M | +14.8% | +19.9% | -5.1% | +10.3% |
| YTD | +9.7% | +34.0% | -24.3% | +3.4% |
| 1Y | +12.2% | +29.8% | -17.6% | +6.3% |
| 3Y | +30.0% | +28.7% | +1.3% | +21.5% |
| 5Y | +46.8% | +31.8% | +15.0% | +30.6% |
| All | +46.8% | +33.4% | +13.4% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling