+355.9%
RL vs CHD
+180.1%
+175.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +1.3% | +2.4% | -1.1% | +1.0% |
| 30D | +7.6% | +13.9% | -6.3% | +5.7% |
| 3M | -1.5% | +8.5% | -10.0% | -2.6% |
| 6M | +12.1% | +20.4% | -8.3% | +9.2% |
| YTD | +13.9% | +34.5% | -20.6% | +9.3% |
| 1Y | +20.7% | +33.8% | -13.1% | +15.9% |
| 3Y | +260.6% | +29.1% | +231.4% | +242.9% |
| 5Y | +248.9% | +31.2% | +217.6% | +227.1% |
| 10Y | +355.9% | +193.1% | +162.8% | +226.4% |
| All | +355.9% | +180.1% | +175.8% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling