+105.9%
T vs CHD
+7.9%
+97.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | +11.4% | -4.6% | +16.0% | +12.8% |
| 3M | +14.3% | +5.0% | +9.3% | +12.8% |
| 6M | -9.3% | -3.2% | -6.0% | -8.7% |
| YTD | +7.1% | +18.6% | -11.5% | +2.2% |
| 1Y | -9.1% | +4.8% | -13.9% | -10.5% |
| All | +105.9% | +7.9% | +97.9% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling