+63.1%
T vs CHD
+29.0%
+34.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.6% | +2.4% | +0.2% | +1.8% |
| 30D | -1.1% | +13.9% | -15.0% | -4.8% |
| 3M | -7.7% | +8.5% | -16.3% | -10.0% |
| 6M | -10.6% | +20.4% | -31.0% | -15.4% |
| YTD | -7.5% | +34.5% | -42.0% | -15.2% |
| 1Y | -7.4% | +33.8% | -41.2% | -15.1% |
| 3Y | +63.1% | +29.1% | +33.9% | +62.4% |
| All | +63.1% | +29.0% | +34.0% | +62.4% |
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