+1,395.2%
RL vs CHD
+6,211.2%
-4,815.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.1% | +2.0% |
| 7D | -0.8% | -2.7% | +1.9% | 0.0% |
| 30D | -7.8% | -4.6% | -3.1% | -6.5% |
| 3M | -4.0% | +5.0% | -9.0% | -5.5% |
| 6M | -1.9% | -3.2% | +1.3% | -1.2% |
| YTD | -0.2% | +18.6% | -18.8% | -5.3% |
| 1Y | +10.7% | +4.8% | +5.8% | +8.5% |
| 3Y | +210.8% | +6.1% | +204.6% | +198.3% |
| 5Y | +238.2% | +24.0% | +214.3% | +205.9% |
| 10Y | +313.4% | +124.5% | +188.9% | +192.1% |
| All | +1,395.2% | +6,211.2% | -4,815.9% | +341.4% |
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 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