-85.1%
RUN vs CHD
+33.2%
-118.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.3% |
| 7D | -13.5% | +3.6% | -17.2% | -13.5% |
| 30D | +18.3% | +10.4% | +7.9% | +18.5% |
| 3M | -12.5% | +12.2% | -24.7% | -12.3% |
| 6M | -40.3% | +19.9% | -60.2% | -40.0% |
| YTD | -53.1% | +36.4% | -89.5% | -52.9% |
| 1Y | -54.3% | +35.1% | -89.4% | -54.1% |
| 3Y | -6.5% | +29.2% | -35.7% | -8.0% |
| All | -85.1% | +33.2% | -118.3% | -87.5% |
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