+62,786.0%
SU vs CHD
+9,869.0%
+52,917.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +1.6% | -4.2% | +5.7% | +2.4% |
| 30D | +10.7% | -7.6% | +18.3% | +12.4% |
| 3M | +13.5% | -1.6% | +15.1% | +13.6% |
| 6M | +21.8% | -6.3% | +28.1% | +22.8% |
| YTD | +58.8% | +14.6% | +44.3% | +53.3% |
| 1Y | +72.0% | +1.6% | +70.4% | +70.0% |
| 3Y | +121.7% | +3.1% | +118.6% | +115.8% |
| 5Y | +350.4% | +21.1% | +329.3% | +316.8% |
| 10Y | +264.7% | +128.6% | +136.1% | +177.9% |
| All | +62,786.0% | +9,869.0% | +52,917.1% | +18,523.5% |
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 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