+1,402.2%
RF vs CHD
+11,349.8%
-9,947.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | +2.0% | -2.9% | -1.4% |
| 30D | +6.0% | +13.0% | -7.0% | +2.6% |
| 3M | -8.9% | +6.1% | -15.0% | -10.4% |
| 6M | +2.3% | +15.9% | -13.5% | -1.8% |
| YTD | +7.6% | +31.6% | -24.1% | -0.4% |
| 1Y | +21.2% | +28.5% | -7.3% | +12.9% |
| 3Y | +108.5% | +30.5% | +78.1% | +90.6% |
| 5Y | +43.2% | +30.7% | +12.5% | +29.1% |
| 10Y | +288.1% | +184.2% | +103.9% | +169.5% |
| All | +1,402.2% | +11,349.8% | -9,947.6% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling