+488.5%
NDAQ vs CHD
+196.1%
+292.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +1.3% | +3.6% | -2.4% | 0.0% |
| 30D | +18.0% | +10.4% | +7.5% | +14.1% |
| 3M | +11.5% | +12.2% | -0.7% | +7.2% |
| 6M | +21.1% | +19.9% | +1.2% | +13.7% |
| YTD | +12.8% | +36.4% | -23.6% | +0.6% |
| 1Y | +25.7% | +35.1% | -9.4% | +12.4% |
| 3Y | +116.8% | +29.2% | +87.6% | +93.2% |
| 5Y | +67.3% | +33.4% | +33.9% | +43.9% |
| All | +488.5% | +196.1% | +292.4% | +299.5% |
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 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