+103.1%
NI vs CHD
+31.2%
+71.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | +4.3% | +3.6% | +0.7% | +3.6% |
| 30D | +12.4% | +10.4% | +2.0% | +10.4% |
| 3M | +10.2% | +12.2% | -2.0% | +8.0% |
| 6M | -0.8% | +19.9% | -20.7% | -4.0% |
| YTD | +13.2% | +36.4% | -23.2% | +7.0% |
| 1Y | +10.1% | +35.1% | -25.1% | +4.2% |
| 3Y | +103.1% | +29.2% | +73.9% | +94.2% |
| All | +103.1% | +31.2% | +71.9% | +94.2% |
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