+53.8%
NDAQ vs CHD
+21.8%
+32.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.5% |
| 7D | -2.6% | -2.9% | +0.3% | -2.0% |
| 30D | +0.5% | -6.2% | +6.7% | +1.8% |
| 3M | +9.9% | +1.6% | +8.4% | +9.6% |
| 6M | +8.2% | -3.5% | +11.7% | +8.8% |
| YTD | -1.5% | +16.2% | -17.7% | -5.1% |
| 1Y | +1.3% | +3.4% | -2.1% | +0.1% |
| 3Y | +92.6% | +4.6% | +88.0% | +87.6% |
| 5Y | +53.8% | +21.1% | +32.7% | +41.7% |
| All | +53.8% | +21.8% | +32.0% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling