+847.5%
MSCI vs CHD
+196.1%
+651.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +3.0% | +3.6% | -0.6% | +1.9% |
| 30D | +17.8% | +10.4% | +7.4% | +14.3% |
| 3M | +15.2% | +12.2% | +3.0% | +11.2% |
| 6M | +16.5% | +19.9% | -3.4% | +10.3% |
| YTD | +16.4% | +36.4% | -20.0% | +5.3% |
| 1Y | +16.8% | +35.1% | -18.3% | +6.0% |
| 3Y | +35.8% | +29.2% | +6.6% | +22.7% |
| 5Y | +7.0% | +33.4% | -26.4% | -6.7% |
| All | +847.5% | +196.1% | +651.4% | +584.7% |
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 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