-80.3%
RUN vs CHD
+19.3%
-99.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.6% |
| 7D | -1.8% | -4.2% | +2.4% | -2.0% |
| 30D | -10.8% | -7.6% | -3.3% | -11.1% |
| 3M | -30.2% | -1.6% | -28.6% | -30.1% |
| 6M | -22.3% | -6.3% | -16.0% | -22.3% |
| YTD | -52.2% | +14.6% | -66.8% | -52.0% |
| 1Y | -45.1% | +1.6% | -46.7% | -44.9% |
| 3Y | -37.1% | +3.1% | -40.2% | -37.8% |
| 5Y | -80.3% | +21.1% | -101.3% | -79.9% |
| All | -80.3% | +19.3% | -99.6% | -79.9% |
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