+479.7%
NDAQ vs CHD
+196.6%
+283.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +16.3% | +12.2% | +4.2% | +11.9% |
| 3M | +15.8% | +9.3% | +6.5% | +12.3% |
| 6M | +24.8% | +24.3% | +0.6% | +15.8% |
| YTD | +14.1% | +34.9% | -20.8% | +2.2% |
| 1Y | +26.5% | +32.7% | -6.2% | +13.9% |
| 3Y | +119.1% | +29.4% | +89.7% | +95.1% |
| 5Y | +70.9% | +31.7% | +39.2% | +47.7% |
| 10Y | +479.7% | +191.7% | +288.0% | +296.3% |
| All | +479.7% | +196.6% | +283.2% | +296.3% |
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