+958.5%
SLB vs CHD
+10,220.8%
-9,262.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -2.7% | +3.5% | +1.4% |
| 30D | +15.8% | -4.6% | +20.4% | +16.8% |
| 3M | -0.3% | +5.0% | -5.4% | -1.5% |
| 6M | +21.3% | -3.2% | +24.6% | +21.8% |
| YTD | +52.3% | +18.6% | +33.7% | +46.9% |
| 1Y | +63.6% | +4.8% | +58.8% | +61.4% |
| 3Y | +3.8% | +6.1% | -2.4% | +1.2% |
| 5Y | +128.6% | +24.0% | +104.7% | +112.9% |
| 10Y | -3.1% | +124.5% | -127.5% | -23.0% |
| All | +958.5% | +10,220.8% | -9,262.3% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling