+800.7%
MSCI vs CHD
+180.1%
+620.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +2.7% | +2.4% | +0.3% | +2.0% |
| 30D | +16.2% | +13.9% | +2.3% | +11.7% |
| 3M | +17.1% | +8.5% | +8.6% | +14.2% |
| 6M | +13.0% | +20.4% | -7.4% | +6.8% |
| YTD | +15.8% | +34.5% | -18.8% | +5.2% |
| 1Y | +15.5% | +33.8% | -18.3% | +5.2% |
| 3Y | +32.3% | +29.1% | +3.2% | +19.6% |
| 5Y | +8.2% | +31.2% | -23.1% | -5.1% |
| 10Y | +800.7% | +193.1% | +607.6% | +556.0% |
| All | +800.7% | +180.1% | +620.6% | +556.0% |
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