+20.2%
RF vs CHD
+30.9%
-10.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.6% |
| 7D | -0.1% | +0.8% | -0.9% | -0.4% |
| 30D | +7.0% | +13.5% | -6.4% | +3.0% |
| 3M | -7.0% | +8.1% | -15.2% | -9.2% |
| 6M | +6.8% | +19.9% | -13.1% | +1.1% |
| YTD | +9.9% | +34.0% | -24.1% | -0.3% |
| All | +20.2% | +30.9% | -10.7% | +9.1% |
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