+4,214.5%
RRX vs CHD
+11,766.8%
-7,552.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.6% |
| 7D | +4.3% | +3.6% | +0.7% | +3.6% |
| 30D | +12.3% | +10.4% | +1.9% | +9.8% |
| 3M | +3.7% | +12.2% | -8.5% | +0.9% |
| 6M | -13.9% | +19.9% | -33.8% | -17.7% |
| YTD | +26.5% | +36.4% | -10.0% | +17.6% |
| 1Y | +29.3% | +35.1% | -5.8% | +20.5% |
| 3Y | +65.6% | +29.2% | +36.4% | +53.8% |
| 5Y | +10.6% | +33.4% | -22.8% | +1.0% |
| 10Y | +202.9% | +195.0% | +7.8% | +127.0% |
| All | +4,214.5% | +11,766.8% | -7,552.3% | +1,967.4% |
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