+18.0%
Q vs CHD
+30.9%
-12.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +1.2% |
| 7D | -3.3% | +6.9% | -10.2% | -0.1% |
| 30D | -9.7% | +17.1% | -26.8% | -3.1% |
| 3M | -16.1% | +9.1% | -25.2% | -12.1% |
| 6M | -15.7% | +21.4% | -37.1% | -9.2% |
| YTD | +45.7% | +34.9% | +10.9% | +64.3% |
| 1Y | +18.0% | +31.0% | -13.0% | +33.3% |
| All | +18.0% | +30.9% | -12.9% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling