+2,327.9%
NDAQ vs CHD
+2,405.1%
-77.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | -2.4% | -2.7% | +0.2% | -1.4% |
| 30D | +2.5% | -4.6% | +7.1% | +4.3% |
| 3M | +9.9% | +5.0% | +4.9% | +7.7% |
| 6M | +9.4% | -3.2% | +12.6% | +10.3% |
| YTD | +0.4% | +18.6% | -18.2% | -7.0% |
| 1Y | +4.0% | +4.8% | -0.8% | +0.8% |
| 3Y | +94.4% | +6.1% | +88.3% | +84.3% |
| 5Y | +56.7% | +24.0% | +32.8% | +36.4% |
| 10Y | +375.3% | +124.5% | +250.8% | +212.0% |
| All | +2,327.9% | +2,405.1% | -77.2% | +736.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling