-51.6%
IT vs CHD
+1.8%
-53.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -9.1% | -4.2% | -5.0% | -8.3% |
| 30D | -12.2% | -7.6% | -4.6% | -10.8% |
| 3M | +7.8% | -1.6% | +9.4% | +8.7% |
| 6M | +2.0% | -6.3% | +8.3% | +3.0% |
| YTD | -32.7% | +14.6% | -47.3% | -33.1% |
| 1Y | -31.1% | +1.6% | -32.7% | -31.0% |
| All | -51.6% | +1.8% | -53.4% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling