+155.4%
P vs CHD
+7.9%
+147.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +6.5% | -2.7% | +9.2% | +5.0% |
| 30D | +18.8% | -4.6% | +23.5% | +16.0% |
| 3M | +26.7% | +5.0% | +21.7% | +31.6% |
| 6M | +62.2% | -3.2% | +65.4% | +63.7% |
| YTD | +48.5% | +18.6% | +29.9% | +64.0% |
| 1Y | +26.4% | +4.8% | +21.6% | +33.3% |
| All | +155.4% | +7.9% | +147.5% | +174.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling