+558.6%
QQQ vs CHD
+126.1%
+432.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | -0.6% | -4.5% | +3.9% | +0.4% |
| 30D | -1.2% | -6.7% | +5.5% | +0.2% |
| 3M | -0.2% | -2.7% | +2.5% | +0.1% |
| 6M | +17.9% | -4.9% | +22.9% | +18.7% |
| YTD | +16.6% | +13.3% | +3.3% | +12.3% |
| 1Y | +23.0% | +1.0% | +22.0% | +21.6% |
| 3Y | +92.9% | +1.3% | +91.6% | +87.1% |
| 5Y | +95.6% | +20.8% | +74.8% | +75.5% |
| All | +558.6% | +126.1% | +432.5% | +400.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling