-4.3%
M vs CHD
+180.1%
-184.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +5.0% | +2.4% | +2.6% | +4.6% |
| 30D | +10.6% | +13.9% | -3.3% | +8.2% |
| 3M | +1.6% | +8.5% | -6.9% | +0.2% |
| 6M | +30.8% | +20.4% | +10.5% | +26.7% |
| YTD | +16.9% | +34.5% | -17.6% | +11.0% |
| 1Y | +26.3% | +33.8% | -7.5% | +20.0% |
| 3Y | +158.6% | +29.1% | +129.5% | +146.0% |
| 5Y | +2.1% | +31.2% | -29.1% | -4.8% |
| 10Y | -4.3% | +193.1% | -197.5% | -27.1% |
| All | -4.3% | +180.1% | -184.4% | -27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling