+309.3%
SPY vs CHD
+191.9%
+117.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | -2.7% | +11.6% | -14.3% | -5.2% |
| 3M | -1.7% | +10.7% | -12.4% | -4.2% |
| 6M | +3.1% | +20.2% | -17.2% | -1.7% |
| YTD | +11.9% | +34.5% | -22.6% | +3.5% |
| 1Y | +12.0% | +32.6% | -20.6% | +3.9% |
| 3Y | +78.2% | +29.1% | +49.1% | +63.3% |
| 5Y | +73.2% | +31.5% | +41.7% | +55.0% |
| All | +309.3% | +191.9% | +117.4% | +203.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling