-45.6%
IT vs CHD
+19.7%
-65.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +0.8% |
| 7D | -12.7% | -4.7% | -8.0% | -11.7% |
| 30D | -8.9% | -8.3% | -0.6% | -7.1% |
| 3M | +10.1% | -4.0% | +14.2% | +11.5% |
| 6M | +7.3% | -6.5% | +13.8% | +8.9% |
| YTD | -32.4% | +13.1% | -45.5% | -33.5% |
| 1Y | -26.6% | +2.3% | -29.0% | -26.8% |
| 3Y | -51.8% | +1.8% | -53.6% | -52.0% |
| 5Y | -45.6% | +20.6% | -66.2% | -48.8% |
| All | -45.6% | +19.7% | -65.3% | -48.8% |
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