-11.3%
RMD vs CHD
-3.7%
-7.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -5.0% | -2.7% | -2.3% | -3.5% |
| 30D | +2.2% | -4.6% | +6.8% | +5.0% |
| 3M | +17.8% | +5.0% | +12.8% | +15.2% |
| 6M | -11.3% | -3.2% | -8.1% | -11.7% |
| All | -11.3% | -3.7% | -7.7% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling