+254.8%
SPOT vs CHD
+118.5%
+136.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.4% |
| 7D | -2.9% | -2.9% | +0.1% | -2.7% |
| 30D | +8.3% | -6.2% | +14.5% | +8.6% |
| 3M | +5.1% | +1.6% | +3.5% | +5.0% |
| 6M | -6.5% | -3.5% | -2.9% | -6.4% |
| YTD | -9.0% | +16.2% | -25.2% | -9.5% |
| 1Y | -26.4% | +3.4% | -29.8% | -26.5% |
| 3Y | +240.0% | +4.6% | +235.4% | +237.1% |
| 5Y | +111.7% | +21.1% | +90.6% | +103.6% |
| All | +254.8% | +118.5% | +136.2% | +269.4% |
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 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