+38.8%
M vs CHD
+7.1%
+31.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.7% | -2.7% | +7.4% | +5.5% |
| 30D | -9.6% | -4.6% | -5.0% | -8.6% |
| 3M | +0.9% | +5.0% | -4.2% | -0.1% |
| 6M | +22.3% | -3.2% | +25.5% | +23.4% |
| YTD | +6.5% | +18.6% | -12.1% | +1.1% |
| 1Y | +38.8% | +4.8% | +33.9% | +42.4% |
| All | +38.8% | +7.1% | +31.7% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling