+91.1%
NDAQ vs CHD
+1.8%
+89.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | -1.6% | -4.2% | +2.6% | -1.0% |
| 30D | -1.5% | -7.6% | +6.1% | -0.4% |
| 3M | +8.0% | -1.6% | +9.6% | +8.3% |
| 6M | +7.7% | -6.3% | +14.0% | +8.6% |
| YTD | -2.3% | +14.6% | -16.9% | -4.7% |
| 1Y | +0.6% | +1.6% | -1.0% | +0.1% |
| All | +91.1% | +1.8% | +89.3% | +83.9% |
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