-48.8%
SE vs CHD
+30.9%
-79.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.8% | +4.2% |
| 7D | +6.7% | +6.9% | -0.3% | +6.0% |
| 30D | -17.2% | +17.1% | -34.3% | -18.8% |
| 3M | -28.0% | +9.1% | -37.1% | -28.8% |
| 6M | -6.1% | +21.4% | -27.5% | -8.4% |
| YTD | -37.1% | +34.9% | -72.0% | -33.8% |
| 1Y | -48.8% | +31.0% | -79.8% | -48.3% |
| All | -48.8% | +30.9% | -79.7% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling