-45.9%
RUN vs CHD
+7.1%
-52.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.5% |
| 7D | +1.3% | -2.7% | +3.9% | +0.4% |
| 30D | -15.3% | -4.6% | -10.6% | -16.4% |
| 3M | -40.0% | +5.0% | -45.0% | -38.5% |
| 6M | -27.0% | -3.2% | -23.7% | -27.4% |
| YTD | -51.7% | +18.6% | -70.3% | -47.5% |
| 1Y | -45.9% | +4.8% | -50.7% | -47.7% |
| All | -45.9% | +7.1% | -52.9% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling