+5,387.7%
O vs CHD
+8,056.5%
-2,668.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | -2.7% | +1.9% | -0.1% |
| 30D | -1.9% | -4.6% | +2.7% | -0.7% |
| 3M | +3.8% | +5.0% | -1.2% | +2.5% |
| 6M | -4.7% | -3.2% | -1.5% | -4.2% |
| YTD | +12.5% | +18.6% | -6.2% | +7.3% |
| 1Y | +10.8% | +4.8% | +6.0% | +9.0% |
| 3Y | +28.8% | +6.1% | +22.6% | +25.4% |
| 5Y | +13.2% | +24.0% | -10.8% | +5.1% |
| 10Y | +53.5% | +124.5% | -71.0% | +21.1% |
| All | +5,387.7% | +8,056.5% | -2,668.8% | +2,671.5% |
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