+79.9%
PL vs CHD
+18.0%
+61.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -2.1% |
| 7D | -7.5% | -2.9% | -4.6% | -8.1% |
| 30D | -25.6% | -6.2% | -19.4% | -26.5% |
| 3M | -45.6% | +1.6% | -47.2% | -45.3% |
| 6M | -29.5% | -3.5% | -26.0% | -29.4% |
| YTD | -9.7% | +16.2% | -25.9% | -7.1% |
| 1Y | +84.4% | +3.4% | +81.0% | +86.6% |
| 3Y | +550.0% | +4.6% | +545.4% | +550.9% |
| 5Y | +79.0% | +21.1% | +57.9% | +71.5% |
| All | +79.9% | +18.0% | +61.9% | +72.4% |
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