+365.6%
NDAQ vs CHD
+125.6%
+240.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | -6.8% | -4.7% | -2.1% | -5.3% |
| 30D | -3.2% | -8.3% | +5.2% | -0.4% |
| 3M | +6.5% | -4.0% | +10.5% | +7.9% |
| 6M | +5.7% | -6.5% | +12.3% | +7.8% |
| YTD | -4.6% | +13.1% | -17.7% | -9.3% |
| 1Y | -1.6% | +2.3% | -3.9% | -3.3% |
| 3Y | +86.4% | +1.8% | +84.7% | +80.6% |
| 5Y | +50.3% | +20.6% | +29.8% | +33.1% |
| All | +365.6% | +125.6% | +240.0% | +251.8% |
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