-77.1%
SE vs CHD
+33.4%
-110.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.7% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | -18.2% | +13.5% | -31.6% | -19.7% |
| 3M | -31.3% | +8.1% | -39.4% | -32.1% |
| 6M | -10.1% | +19.9% | -30.0% | -12.6% |
| YTD | -38.9% | +34.0% | -72.9% | -41.5% |
| 1Y | -48.0% | +29.8% | -77.8% | -50.0% |
| 3Y | +78.8% | +28.7% | +50.1% | +68.7% |
| 5Y | -77.1% | +31.8% | -108.9% | -80.6% |
| All | -77.1% | +33.4% | -110.6% | -80.6% |
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 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