+719.3%
NYT vs CHD
+9,760.0%
-9,040.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.6% | -4.5% | +3.9% | +0.4% |
| 30D | +4.6% | -6.7% | +11.3% | +6.2% |
| 3M | -9.6% | -2.7% | -6.9% | -9.1% |
| 6M | -14.0% | -4.9% | -9.1% | -13.2% |
| YTD | -2.8% | +13.3% | -16.2% | -5.9% |
| 1Y | +15.6% | +1.0% | +14.6% | +14.7% |
| 3Y | +56.3% | +1.3% | +55.0% | +53.8% |
| 5Y | +39.5% | +20.8% | +18.7% | +30.4% |
| 10Y | +488.0% | +126.1% | +361.9% | +365.4% |
| All | +719.3% | +9,760.0% | -9,040.7% | +292.2% |
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