+93.9%
QQQ vs CHD
+19.7%
+74.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -1.3% | -4.7% | +3.5% | -1.0% |
| 30D | -1.4% | -8.3% | +7.0% | -0.9% |
| 3M | +2.3% | -4.0% | +6.3% | +2.5% |
| 6M | +16.9% | -6.5% | +23.4% | +17.4% |
| YTD | +15.6% | +13.1% | +2.5% | +13.8% |
| 1Y | +22.6% | +2.3% | +20.3% | +22.0% |
| 3Y | +93.5% | +1.8% | +91.7% | +89.5% |
| 5Y | +93.9% | +20.6% | +73.3% | +82.4% |
| All | +93.9% | +19.7% | +74.2% | +82.4% |
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