+46.4%
RF vs CHD
+30.9%
+15.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +5.6% | +11.6% | -6.0% | +3.9% |
| 3M | -8.9% | +10.7% | -19.6% | -10.2% |
| 6M | +7.1% | +20.2% | -13.2% | +4.4% |
| YTD | +8.3% | +34.5% | -26.2% | +4.2% |
| 1Y | +16.8% | +32.6% | -15.7% | +12.5% |
| 3Y | +115.0% | +29.1% | +85.9% | +104.4% |
| 5Y | +46.4% | +31.5% | +14.9% | +31.5% |
| All | +46.4% | +30.9% | +15.5% | +31.5% |
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