+504.9%
P vs CHD
+197.9%
+307.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +6.3% |
| 7D | -9.6% | +0.8% | -10.4% | -9.6% |
| 30D | -33.4% | +13.5% | -46.9% | -33.5% |
| 3M | +14.2% | +8.1% | +6.1% | +14.2% |
| 6M | +31.6% | +19.9% | +11.7% | +31.0% |
| YTD | +53.5% | +34.0% | +19.5% | +50.9% |
| 1Y | +14.2% | +29.8% | -15.6% | +12.6% |
| 3Y | +190.5% | +28.7% | +161.8% | +180.0% |
| 5Y | +256.3% | +31.8% | +224.6% | +236.0% |
| 10Y | +707.9% | +178.2% | +529.7% | +519.6% |
| All | +504.9% | +197.9% | +307.0% | +360.3% |
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