+5.2%
LOW vs CHD
+20.9%
-15.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.7% | -4.5% | +0.7% | -2.1% |
| 30D | -8.9% | -6.7% | -2.1% | -6.6% |
| 3M | -10.4% | -2.7% | -7.7% | -9.5% |
| 6M | -19.4% | -4.9% | -14.5% | -18.0% |
| YTD | -17.1% | +13.3% | -30.5% | -20.5% |
| 1Y | -26.3% | +1.0% | -27.3% | -26.6% |
| 3Y | -9.9% | +1.3% | -11.2% | -11.7% |
| All | +5.2% | +20.9% | -15.6% | -1.0% |
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