-40.9%
SE vs CHD
+7.1%
-48.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | -2.7% | -3.4% | -5.8% |
| 30D | -2.5% | -4.6% | +2.2% | -1.9% |
| 3M | +21.7% | +5.0% | +16.7% | +21.0% |
| 6M | +27.0% | -3.2% | +30.2% | +23.8% |
| YTD | -12.1% | +18.6% | -30.8% | -11.1% |
| 1Y | -40.9% | +4.8% | -45.7% | -39.9% |
| All | -40.9% | +7.1% | -48.0% | -39.9% |
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