+41,132.7%
RMD vs CHD
+8,459.4%
+32,673.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -5.0% | -2.7% | -2.3% | -4.2% |
| 30D | +2.2% | -4.6% | +6.8% | +3.7% |
| 3M | +17.8% | +5.0% | +12.8% | +16.1% |
| 6M | -11.3% | -3.2% | -8.1% | -10.5% |
| YTD | -4.4% | +18.6% | -23.1% | -9.5% |
| 1Y | -15.7% | +4.8% | -20.5% | -17.3% |
| 3Y | +47.7% | +6.1% | +41.6% | +42.8% |
| 5Y | -19.2% | +24.0% | -43.2% | -26.2% |
| 10Y | +280.4% | +124.5% | +155.9% | +188.2% |
| All | +41,132.7% | +8,459.4% | +32,673.3% | +13,651.6% |
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