-6.4%
T vs CHD
+30.9%
-37.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.6% | +0.9% |
| 7D | +5.5% | +6.9% | -1.5% | +2.4% |
| 30D | -8.9% | +17.1% | -26.0% | -14.0% |
| 3M | -5.6% | +9.1% | -14.7% | -8.6% |
| 6M | -14.3% | +21.4% | -35.6% | -19.9% |
| YTD | -7.9% | +34.9% | -42.8% | -17.8% |
| 1Y | -6.4% | +31.0% | -37.5% | -15.1% |
| All | -6.4% | +30.9% | -37.4% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling