-71.5%
S vs CHD
+21.8%
-93.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.2% | -2.3% |
| 7D | -5.8% | -2.9% | -2.9% | -5.9% |
| 30D | -9.2% | -6.2% | -3.0% | -9.4% |
| 3M | +23.4% | +1.6% | +21.8% | +23.6% |
| 6M | +36.9% | -3.5% | +40.5% | +37.0% |
| YTD | +29.5% | +16.2% | +13.3% | +30.4% |
| 1Y | +5.4% | +3.4% | +2.0% | +5.6% |
| 3Y | +14.7% | +4.6% | +10.1% | +14.2% |
| 5Y | -71.5% | +21.1% | -92.7% | -74.1% |
| All | -71.5% | +21.8% | -93.3% | -74.1% |
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