+568.6%
SE vs CHD
+125.9%
+442.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.7% |
| 7D | -3.6% | -4.2% | +0.5% | -2.6% |
| 30D | -5.3% | -7.6% | +2.3% | -3.5% |
| 3M | +28.1% | -1.6% | +29.7% | +28.4% |
| 6M | +20.7% | -6.3% | +27.0% | +22.3% |
| YTD | -14.8% | +14.6% | -29.4% | -17.9% |
| 1Y | -43.6% | +1.6% | -45.2% | -44.1% |
| 3Y | +184.2% | +3.1% | +181.1% | +175.6% |
| 5Y | -66.3% | +21.1% | -87.4% | -69.8% |
| All | +568.6% | +125.9% | +442.6% | +417.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling