+36.3%
M vs CHD
+2.5%
+33.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.1% |
| 7D | +2.4% | -2.9% | +5.3% | +3.2% |
| 30D | -11.6% | -6.2% | -5.4% | -10.2% |
| 3M | +1.6% | +1.6% | +0.1% | +1.6% |
| 6M | +25.2% | -3.5% | +28.7% | +26.5% |
| YTD | +3.8% | +16.2% | -12.5% | -0.8% |
| 1Y | +36.3% | +3.4% | +32.9% | +39.5% |
| All | +36.3% | +2.5% | +33.8% | +39.5% |
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