-53.2%
S vs CHD
+23.3%
-76.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -7.7% | -2.7% | -5.0% | -7.8% |
| 30D | -5.3% | -4.6% | -0.7% | -5.5% |
| 3M | +20.3% | +5.0% | +15.2% | +20.7% |
| 6M | +47.4% | -3.2% | +50.6% | +47.4% |
| YTD | +32.5% | +18.6% | +13.9% | +33.7% |
| 1Y | +9.5% | +4.8% | +4.7% | +9.8% |
| 3Y | +15.5% | +6.1% | +9.4% | +15.4% |
| 5Y | -71.2% | +24.0% | -95.2% | -71.9% |
| All | -53.2% | +23.3% | -76.5% | -55.0% |
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