+1,601.6%
RL vs CHD
+7,028.3%
-5,426.8%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +5.3% |
| 7D | +0.2% | +0.8% | -0.5% | +0.1% |
| 30D | +7.3% | +13.5% | -6.1% | +3.5% |
| 3M | +1.0% | +8.1% | -7.1% | -1.2% |
| 6M | +11.8% | +19.9% | -8.1% | +5.9% |
| YTD | +13.6% | +34.0% | -20.4% | +4.0% |
| 1Y | +24.0% | +29.8% | -5.8% | +14.6% |
| 3Y | +256.6% | +28.7% | +227.9% | +224.2% |
| 5Y | +240.2% | +31.8% | +208.4% | +203.1% |
| 10Y | +373.0% | +178.2% | +194.8% | +213.3% |
| All | +1,601.6% | +7,028.3% | -5,426.8% | +385.1% |
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