+62.5%
T vs CHD
+191.9%
-129.4%
-39.4%
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 | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | -2.9% | +11.6% | -14.5% | -6.0% |
| 3M | -7.5% | +10.7% | -18.2% | -10.3% |
| 6M | -9.9% | +20.2% | -30.1% | -14.8% |
| YTD | -6.4% | +34.5% | -41.0% | -14.6% |
| 1Y | -9.4% | +32.6% | -42.0% | -17.0% |
| 3Y | +64.9% | +29.1% | +35.8% | +51.2% |
| 5Y | +57.0% | +31.5% | +25.4% | +41.5% |
| All | +62.5% | +191.9% | -129.4% | +16.5% |
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 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