+66.1%
T vs CHD
+21.8%
+44.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -1.5% | -2.9% | +1.4% | -0.7% |
| 30D | +7.6% | -6.2% | +13.8% | +9.6% |
| 3M | +15.3% | +1.6% | +13.7% | +14.7% |
| 6M | -8.5% | -3.5% | -4.9% | -7.7% |
| YTD | +6.8% | +16.2% | -9.5% | +1.9% |
| 1Y | -7.2% | +3.4% | -10.6% | -8.6% |
| 3Y | +108.2% | +4.6% | +103.6% | +104.1% |
| 5Y | +66.1% | +21.1% | +44.9% | +54.7% |
| All | +66.1% | +21.8% | +44.3% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling