+6,352.9%
SO vs CHD
+11,557.1%
-5,204.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.3% |
| 30D | +8.6% | +13.5% | -4.9% | +6.0% |
| 3M | +1.8% | +8.1% | -6.4% | +0.2% |
| 6M | +3.6% | +19.9% | -16.3% | -0.1% |
| YTD | +9.9% | +34.0% | -24.1% | +3.7% |
| 1Y | +5.7% | +29.8% | -24.1% | +0.3% |
| 3Y | +52.5% | +28.7% | +23.8% | +44.4% |
| 5Y | +77.3% | +31.8% | +45.5% | +66.5% |
| 10Y | +186.8% | +178.2% | +8.6% | +139.3% |
| All | +6,352.9% | +11,557.1% | -5,204.2% | +3,783.9% |
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