+652.6%
P vs CHD
+180.1%
+472.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -13.3% | +2.4% | -15.7% | -13.3% |
| 30D | -34.0% | +13.9% | -47.9% | -34.0% |
| 3M | +4.1% | +8.5% | -4.4% | +4.2% |
| 6M | +30.5% | +20.4% | +10.1% | +30.0% |
| YTD | +52.2% | +34.5% | +17.6% | +49.9% |
| 1Y | +10.3% | +33.8% | -23.5% | +8.6% |
| 3Y | +180.9% | +29.1% | +151.7% | +170.6% |
| 5Y | +259.7% | +31.2% | +228.5% | +239.0% |
| 10Y | +652.6% | +193.1% | +459.5% | +386.6% |
| All | +652.6% | +180.1% | +472.5% | +386.6% |
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