+65.3%
RIG vs CHD
+19.7%
+45.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.8% |
| 7D | -4.2% | -4.7% | +0.6% | -5.0% |
| 30D | -0.7% | -8.3% | +7.6% | -2.2% |
| 3M | -4.0% | -4.0% | 0.0% | -4.6% |
| 6M | -6.3% | -6.5% | +0.2% | -7.1% |
| YTD | +39.7% | +13.1% | +26.6% | +44.0% |
| 1Y | +78.1% | +2.3% | +75.8% | +80.0% |
| 3Y | -29.5% | +1.8% | -31.3% | -28.2% |
| 5Y | +65.3% | +20.6% | +44.8% | +78.9% |
| All | +65.3% | +19.7% | +45.7% | +78.9% |
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