+41.6%
NYT vs CHD
+20.9%
+20.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.6% | -4.5% | +3.9% | +0.2% |
| 30D | +4.6% | -6.7% | +11.3% | +5.8% |
| 3M | -9.6% | -2.7% | -6.9% | -9.2% |
| 6M | -14.0% | -4.9% | -9.1% | -13.4% |
| YTD | -2.8% | +13.3% | -16.2% | -5.2% |
| 1Y | +15.6% | +1.0% | +14.6% | +15.0% |
| 3Y | +56.3% | +1.3% | +55.0% | +54.2% |
| All | +41.6% | +20.9% | +20.7% | +25.7% |
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