+489.4%
NDAQ vs CHD
+191.9%
+297.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | +16.2% | +11.6% | +4.6% | +12.0% |
| 3M | +14.0% | +10.7% | +3.3% | +10.0% |
| 6M | +22.3% | +20.2% | +2.0% | +14.7% |
| YTD | +13.0% | +34.5% | -21.5% | +1.3% |
| 1Y | +24.0% | +32.6% | -8.5% | +11.6% |
| 3Y | +117.1% | +29.1% | +88.0% | +93.4% |
| 5Y | +67.5% | +31.5% | +36.0% | +44.8% |
| All | +489.4% | +191.9% | +297.5% | +302.2% |
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