-47.8%
S vs CHD
+41.8%
-89.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.3% |
| 7D | +2.0% | +3.6% | -1.7% | +2.2% |
| 30D | -2.7% | +10.4% | -13.1% | -2.2% |
| 3M | -6.9% | +12.2% | -19.1% | -6.3% |
| 6M | +38.1% | +19.9% | +18.1% | +39.5% |
| YTD | +48.0% | +36.4% | +11.6% | +50.4% |
| 1Y | +34.5% | +35.1% | -0.7% | +36.6% |
| 3Y | +38.3% | +29.2% | +9.1% | +39.1% |
| 5Y | -70.9% | +33.4% | -104.3% | -71.2% |
| All | -47.8% | +41.8% | -89.6% | -49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling