+558.9%
RMBS vs CHD
+126.1%
+432.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +1.8% | -4.5% | +6.2% | +1.8% |
| 30D | -13.9% | -6.7% | -7.2% | -13.9% |
| 3M | -39.8% | -2.7% | -37.1% | -39.8% |
| 6M | -6.0% | -4.9% | -1.1% | -6.0% |
| YTD | -5.4% | +13.3% | -18.7% | -6.4% |
| 1Y | -1.8% | +1.0% | -2.8% | -2.0% |
| 3Y | +53.7% | +1.3% | +52.3% | +50.8% |
| 5Y | +268.5% | +20.8% | +247.7% | +241.3% |
| All | +558.9% | +126.1% | +432.8% | +412.5% |
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