+45.2%
PL vs CHD
+36.0%
+9.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.8% | +12.7% | +14.9% |
| 7D | +10.9% | +0.8% | +10.1% | +11.1% |
| 30D | -16.4% | +13.5% | -29.8% | -13.8% |
| 3M | -39.9% | +8.1% | -48.1% | -38.7% |
| 6M | -63.2% | +19.9% | -83.1% | -61.5% |
| YTD | -27.1% | +34.0% | -61.1% | -22.6% |
| 1Y | +12.2% | +29.8% | -17.6% | +18.8% |
| 3Y | +584.3% | +28.7% | +555.6% | +608.1% |
| 5Y | +37.0% | +31.8% | +5.2% | +35.9% |
| All | +45.2% | +36.0% | +9.1% | +43.8% |
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