+231.7%
SPOT vs CHD
+1.8%
+229.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.2% |
| 7D | -6.5% | -4.2% | -2.3% | -6.9% |
| 30D | +2.2% | -7.6% | +9.8% | +1.4% |
| 3M | +5.4% | -1.6% | +7.0% | +5.4% |
| 6M | -4.0% | -6.3% | +2.3% | -4.8% |
| YTD | -9.9% | +14.6% | -24.5% | -7.4% |
| 1Y | -27.3% | +1.6% | -28.9% | -26.7% |
| All | +231.7% | +1.8% | +229.9% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling