+82.3%
PL vs CHD
+23.9%
+58.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -9.3% | -2.7% | -6.6% | -9.8% |
| 30D | -18.9% | -4.6% | -14.3% | -19.7% |
| 3M | -58.4% | +5.0% | -63.4% | -57.8% |
| 6M | -30.3% | -3.2% | -27.1% | -30.0% |
| YTD | -8.1% | +18.6% | -26.8% | -4.9% |
| 1Y | +180.5% | +4.8% | +175.7% | +185.1% |
| 3Y | +444.1% | +6.1% | +438.0% | +447.1% |
| All | +82.3% | +23.9% | +58.4% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling