+5,122.5%
NI vs CHD
+10,010.3%
-4,887.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.3% | +1.7% |
| 7D | +2.3% | -2.9% | +5.2% | +2.9% |
| 30D | -1.7% | -6.2% | +4.5% | -0.3% |
| 3M | -8.0% | +1.6% | -9.6% | -8.5% |
| 6M | -8.6% | -3.5% | -5.1% | -8.1% |
| YTD | +2.3% | +16.2% | -13.9% | -1.4% |
| 1Y | +6.9% | +3.4% | +3.5% | +5.5% |
| 3Y | +70.6% | +4.6% | +65.9% | +66.7% |
| 5Y | +96.4% | +21.1% | +75.3% | +85.1% |
| 10Y | +136.1% | +126.5% | +9.6% | +95.5% |
| All | +5,122.5% | +10,010.3% | -4,887.8% | +2,702.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling