-8.1%
M vs CHD
+196.1%
-204.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.3% |
| 7D | +7.0% | +3.6% | +3.4% | +6.3% |
| 30D | +8.9% | +10.4% | -1.5% | +7.1% |
| 3M | +4.5% | +12.2% | -7.7% | +2.4% |
| 6M | +36.2% | +19.9% | +16.3% | +32.0% |
| YTD | +15.1% | +36.4% | -21.3% | +9.0% |
| 1Y | +27.4% | +35.1% | -7.7% | +20.9% |
| 3Y | +160.1% | +29.2% | +131.0% | +147.4% |
| 5Y | -1.6% | +33.4% | -35.0% | -8.5% |
| All | -8.1% | +196.1% | -204.2% | -29.9% |
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 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