+130.8%
SLB vs CHD
+23.9%
+106.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -2.7% | +3.5% | +0.9% |
| 30D | +15.8% | -4.6% | +20.4% | +15.9% |
| 3M | -0.3% | +5.0% | -5.4% | -0.4% |
| 6M | +21.3% | -3.2% | +24.6% | +21.3% |
| YTD | +52.3% | +18.6% | +33.7% | +52.5% |
| 1Y | +63.6% | +4.8% | +58.8% | +63.2% |
| 3Y | +3.8% | +6.1% | -2.4% | +4.5% |
| All | +130.8% | +23.9% | +106.9% | +135.4% |
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