+119.8%
NDAQ vs CHD
+29.0%
+90.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.9% | +2.4% | +0.5% | +2.4% |
| 30D | +17.5% | +13.9% | +3.6% | +15.2% |
| 3M | +15.4% | +8.5% | +6.9% | +13.9% |
| 6M | +24.6% | +20.4% | +4.2% | +21.5% |
| YTD | +14.4% | +34.5% | -20.1% | +9.2% |
| 1Y | +26.9% | +33.8% | -6.8% | +21.2% |
| 3Y | +119.8% | +29.1% | +90.7% | +109.8% |
| All | +119.8% | +29.0% | +90.8% | +109.8% |
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 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