+256.6%
RL vs CHD
+29.8%
+226.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +5.7% |
| 7D | +0.2% | +0.8% | -0.5% | +0.2% |
| 30D | +7.3% | +13.5% | -6.1% | +6.4% |
| 3M | +1.0% | +8.1% | -7.1% | +0.4% |
| 6M | +11.8% | +19.9% | -8.1% | +10.6% |
| YTD | +13.6% | +34.0% | -20.4% | +12.8% |
| 1Y | +24.0% | +29.8% | -5.8% | +22.9% |
| 3Y | +256.6% | +28.7% | +227.9% | +251.9% |
| All | +256.6% | +29.8% | +226.8% | +251.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling