+26.7%
Q vs CHD
+16.5%
+10.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.2% | -2.7% | +2.9% | -0.6% |
| 30D | -11.1% | -4.6% | -6.5% | -12.1% |
| 3M | -22.1% | +5.0% | -27.2% | -21.2% |
| 6M | +0.5% | -3.2% | +3.7% | +0.6% |
| YTD | +47.8% | +18.6% | +29.2% | +51.3% |
| All | +26.7% | +16.5% | +10.3% | +29.1% |
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