+111.7%
NI vs CHD
+33.2%
+78.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.1% |
| 7D | +4.3% | +3.6% | +0.7% | +3.3% |
| 30D | +12.4% | +10.4% | +2.0% | +9.4% |
| 3M | +10.2% | +12.2% | -2.0% | +6.7% |
| 6M | -0.8% | +19.9% | -20.7% | -5.8% |
| YTD | +13.2% | +36.4% | -23.2% | +3.2% |
| 1Y | +10.1% | +35.1% | -25.1% | +0.5% |
| 3Y | +103.1% | +29.2% | +73.9% | +84.4% |
| All | +111.7% | +33.2% | +78.4% | +80.0% |
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