+32.0%
Q vs CHD
+12.5%
+19.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.3% |
| 7D | +6.6% | -4.2% | +10.8% | +5.3% |
| 30D | -6.6% | -7.6% | +1.0% | -8.5% |
| 3M | -13.2% | -1.6% | -11.6% | -13.1% |
| 6M | +9.9% | -6.3% | +16.3% | +9.0% |
| YTD | +53.9% | +14.6% | +39.4% | +55.9% |
| All | +32.0% | +12.5% | +19.5% | +33.1% |
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 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