+449.1%
PL vs CHD
+6.5%
+442.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -9.3% | -2.7% | -6.6% | -10.2% |
| 30D | -18.9% | -4.6% | -14.3% | -20.2% |
| 3M | -58.4% | +5.0% | -63.4% | -57.3% |
| 6M | -30.3% | -3.2% | -27.1% | -29.9% |
| YTD | -8.1% | +18.6% | -26.8% | -2.3% |
| 1Y | +180.5% | +4.8% | +175.7% | +187.4% |
| All | +449.1% | +6.5% | +442.6% | +435.9% |
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