+327.1%
NET vs CHD
+6.5%
+320.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -7.0% | -2.7% | -4.3% | -7.7% |
| 30D | -4.8% | -4.6% | -0.2% | -6.1% |
| 3M | +3.8% | +5.0% | -1.2% | +5.8% |
| 6M | +50.0% | -3.2% | +53.3% | +49.5% |
| YTD | +41.5% | +18.6% | +22.8% | +49.6% |
| 1Y | +32.8% | +4.8% | +28.0% | +33.6% |
| All | +327.1% | +6.5% | +320.6% | +360.4% |
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