+10.0%
MSCI vs CHD
+6.5%
+3.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +0.8% |
| 30D | +0.6% | -4.6% | +5.2% | +1.2% |
| 3M | -7.1% | +5.0% | -12.1% | -7.5% |
| 6M | +0.8% | -3.2% | +4.1% | +1.2% |
| YTD | +1.0% | +18.6% | -17.6% | -1.1% |
| 1Y | +4.3% | +4.8% | -0.5% | +3.3% |
| All | +10.0% | +6.5% | +3.5% | +12.0% |
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 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