+21.8%
SU vs CHD
-4.2%
+26.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.1% |
| 7D | +1.6% | -4.2% | +5.7% | 0.0% |
| 30D | +10.7% | -7.6% | +18.3% | +7.5% |
| 3M | +13.5% | -1.6% | +15.1% | +12.9% |
| 6M | +21.8% | -6.3% | +28.1% | +27.5% |
| All | +21.8% | -4.2% | +26.0% | +27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling