+75.2%
SPY vs CHD
+31.9%
+43.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -2.4% | +12.2% | -14.5% | -3.8% |
| 3M | -1.2% | +9.3% | -10.5% | -2.4% |
| 6M | +3.3% | +24.3% | -21.0% | +0.1% |
| YTD | +12.3% | +34.9% | -22.6% | +7.1% |
| 1Y | +12.4% | +32.7% | -20.3% | +7.5% |
| 3Y | +78.8% | +29.4% | +49.4% | +68.0% |
| 5Y | +75.2% | +31.7% | +43.5% | +58.7% |
| All | +75.2% | +31.9% | +43.3% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling