+20.0%
ON vs CHD
+33.2%
-13.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -3.5% |
| 7D | +12.2% | +3.6% | +8.6% | +12.6% |
| 30D | -3.1% | +10.4% | -13.5% | -2.2% |
| 3M | -12.9% | +12.2% | -25.1% | -11.8% |
| 6M | -38.6% | +19.9% | -58.5% | -37.6% |
| YTD | +31.2% | +36.4% | -5.2% | +33.0% |
| 1Y | +47.6% | +35.1% | +12.5% | +49.7% |
| 3Y | +6.6% | +29.2% | -22.6% | +7.9% |
| All | +20.0% | +33.2% | -13.2% | +16.5% |
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 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