+108.4%
M vs CHD
+30.6%
+77.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -4.1% |
| 7D | -4.3% | +2.0% | -6.2% | -4.7% |
| 30D | +1.3% | +13.0% | -11.7% | -1.7% |
| 3M | -7.4% | +6.1% | -13.5% | -8.8% |
| 6M | +18.3% | +15.9% | +2.5% | +14.3% |
| YTD | +7.6% | +31.6% | -24.0% | +0.8% |
| 1Y | +17.4% | +28.5% | -11.1% | +10.4% |
| 3Y | +108.4% | +30.5% | +77.9% | +111.7% |
| All | +108.4% | +30.6% | +77.8% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling