+322.4%
NET vs CHD
+33.8%
+288.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -1.7% |
| 7D | -16.4% | +6.9% | -23.3% | -14.4% |
| 30D | -25.8% | +17.1% | -43.0% | -22.1% |
| 3M | -11.5% | +9.1% | -20.6% | -8.7% |
| 6M | +18.9% | +21.4% | -2.4% | +26.6% |
| YTD | +35.2% | +34.9% | +0.3% | +47.2% |
| 1Y | +14.5% | +31.0% | -16.6% | +24.0% |
| All | +322.4% | +33.8% | +288.6% | +335.1% |
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