+45.9%
ROK vs CHD
+19.7%
+26.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -1.6% | -4.7% | +3.1% | -1.2% |
| 30D | -5.4% | -8.3% | +2.9% | -4.7% |
| 3M | -4.0% | -4.0% | +0.1% | -3.7% |
| 6M | +13.3% | -6.5% | +19.9% | +13.9% |
| YTD | +9.3% | +13.1% | -3.7% | +7.3% |
| 1Y | +25.8% | +2.3% | +23.5% | +25.1% |
| 3Y | +49.1% | +1.8% | +47.3% | +46.4% |
| 5Y | +45.9% | +20.6% | +25.3% | +30.3% |
| All | +45.9% | +19.7% | +26.2% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling