+32.6%
NET vs CHD
+34.0%
-1.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.2% | -2.2% |
| 7D | -16.4% | +6.9% | -23.3% | -15.4% |
| 30D | -25.8% | +17.1% | -43.0% | -24.2% |
| 3M | -11.5% | +9.1% | -20.6% | -10.2% |
| 6M | +18.9% | +21.4% | -2.4% | +22.2% |
| YTD | +35.2% | +34.9% | +0.3% | +39.7% |
| 1Y | +14.5% | +31.0% | -16.6% | +18.1% |
| 3Y | +313.8% | +33.8% | +280.0% | +315.4% |
| 5Y | +32.6% | +33.1% | -0.5% | +40.1% |
| All | +32.6% | +34.0% | -1.4% | +40.1% |
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 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