+363.5%
SE vs CHD
+168.9%
+194.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -0.5% | +3.6% | -4.1% | -1.4% |
| 30D | -20.9% | +10.4% | -31.3% | -22.9% |
| 3M | -38.9% | +12.2% | -51.1% | -40.7% |
| 6M | -19.4% | +19.9% | -39.3% | -23.1% |
| YTD | -40.9% | +36.4% | -77.3% | -45.5% |
| 1Y | -46.2% | +35.1% | -81.3% | -50.3% |
| 3Y | +63.7% | +29.2% | +34.5% | +49.9% |
| 5Y | -77.9% | +33.4% | -111.3% | -80.6% |
| All | +363.5% | +168.9% | +194.5% | +243.6% |
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