-19.9%
RUN vs CHD
+197.8%
-217.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.0% |
| 7D | -13.5% | +3.6% | -17.2% | -14.1% |
| 30D | +18.3% | +10.4% | +7.9% | +16.2% |
| 3M | -12.5% | +12.2% | -24.7% | -14.3% |
| 6M | -40.3% | +19.9% | -60.2% | -42.4% |
| YTD | -53.1% | +36.4% | -89.5% | -56.0% |
| 1Y | -54.3% | +35.1% | -89.4% | -57.1% |
| 3Y | -6.5% | +29.2% | -35.7% | -13.2% |
| 5Y | -85.3% | +33.4% | -118.7% | -86.9% |
| 10Y | +68.9% | +195.0% | -126.2% | +14.7% |
| All | -19.9% | +197.8% | -217.6% | -44.5% |
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 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