+112.5%
NET vs CHD
+23.9%
+88.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | -7.0% | -2.7% | -4.3% | -7.2% |
| 30D | -4.8% | -4.6% | -0.2% | -5.3% |
| 3M | +3.8% | +5.0% | -1.2% | +4.5% |
| 6M | +50.0% | -3.2% | +53.3% | +50.1% |
| YTD | +41.5% | +18.6% | +22.8% | +43.4% |
| 1Y | +32.8% | +4.8% | +28.0% | +33.0% |
| 3Y | +335.9% | +6.1% | +329.7% | +334.0% |
| All | +112.5% | +23.9% | +88.6% | +105.8% |
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