-18.3%
RUN vs CHD
+150.1%
-168.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.3% |
| 7D | -1.8% | -4.2% | +2.4% | -1.1% |
| 30D | -10.8% | -7.6% | -3.3% | -9.6% |
| 3M | -30.2% | -1.6% | -28.6% | -30.1% |
| 6M | -22.3% | -6.3% | -16.0% | -21.6% |
| YTD | -52.2% | +14.6% | -66.8% | -53.8% |
| 1Y | -45.1% | +1.6% | -46.7% | -45.7% |
| 3Y | -37.1% | +3.1% | -40.2% | -39.0% |
| 5Y | -80.3% | +21.1% | -101.3% | -82.3% |
| 10Y | +45.2% | +128.6% | -83.4% | +4.6% |
| All | -18.3% | +150.1% | -168.4% | -41.6% |
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