+715.0%
P vs CHD
+124.1%
+590.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | +1.6% |
| 7D | +7.8% | -2.9% | +10.8% | +7.9% |
| 30D | +12.3% | -6.2% | +18.5% | +12.4% |
| 3M | +37.1% | +1.6% | +35.5% | +37.0% |
| 6M | +66.1% | -3.5% | +69.6% | +66.4% |
| YTD | +50.9% | +16.2% | +34.7% | +49.0% |
| 1Y | +27.2% | +3.4% | +23.8% | +26.8% |
| 3Y | +158.7% | +4.6% | +154.1% | +153.2% |
| 5Y | +291.1% | +21.1% | +270.0% | +265.0% |
| 10Y | +715.0% | +126.5% | +588.4% | +525.6% |
| All | +715.0% | +124.1% | +590.8% | +525.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling