-42.4%
IT vs CHD
+33.2%
-75.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +1.1% | +3.6% | -2.6% | +0.1% |
| 30D | -1.8% | +10.4% | -12.3% | -4.1% |
| 3M | +4.8% | +12.2% | -7.3% | +2.0% |
| 6M | +33.0% | +19.9% | +13.1% | +28.5% |
| YTD | -23.8% | +36.4% | -60.2% | -28.3% |
| 1Y | -16.5% | +35.1% | -51.6% | -21.3% |
| 3Y | -53.6% | +29.2% | -82.8% | -56.2% |
| All | -42.4% | +33.2% | -75.6% | -47.9% |
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