+56.8%
SAP vs CHD
+21.8%
+35.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.3% |
| 7D | -0.3% | -2.9% | +2.6% | +0.3% |
| 30D | +2.6% | -6.2% | +8.8% | +3.9% |
| 3M | +16.3% | +1.6% | +14.7% | +16.1% |
| 6M | +6.4% | -3.5% | +9.9% | +7.1% |
| YTD | -11.4% | +16.2% | -27.6% | -14.1% |
| 1Y | -20.4% | +3.4% | -23.8% | -21.0% |
| 3Y | +56.5% | +4.6% | +51.9% | +53.0% |
| 5Y | +56.8% | +21.1% | +35.7% | +39.3% |
| All | +56.8% | +21.8% | +35.0% | +39.3% |
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