+42.1%
RF vs CHD
+30.9%
+11.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.2% |
| 30D | +6.0% | +13.0% | -7.0% | +4.2% |
| 3M | -8.9% | +6.1% | -15.0% | -9.7% |
| 6M | +2.3% | +15.9% | -13.5% | +0.2% |
| YTD | +7.6% | +31.6% | -24.1% | +3.8% |
| 1Y | +21.2% | +28.5% | -7.3% | +17.2% |
| 3Y | +108.5% | +30.5% | +78.1% | +97.8% |
| All | +42.1% | +30.9% | +11.2% | +25.8% |
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