+261.5%
RF vs CHD
+181.4%
+80.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.9% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | +7.0% | +13.5% | -6.4% | +5.0% |
| 3M | -7.0% | +8.1% | -15.2% | -8.2% |
| 6M | +6.8% | +19.9% | -13.1% | +3.9% |
| YTD | +9.9% | +34.0% | -24.1% | +5.2% |
| 1Y | +21.1% | +29.8% | -8.7% | +16.4% |
| 3Y | +119.6% | +28.7% | +90.9% | +109.2% |
| 5Y | +46.2% | +31.8% | +14.4% | +36.8% |
| 10Y | +261.5% | +178.2% | +83.3% | +223.0% |
| All | +261.5% | +181.4% | +80.1% | +223.0% |
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