+1,872.1%
T vs CHD
+10,220.8%
-8,348.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -1.3% | -2.7% | +1.4% | -0.7% |
| 30D | +11.4% | -4.6% | +16.0% | +12.4% |
| 3M | +14.3% | +5.0% | +9.3% | +13.1% |
| 6M | -9.3% | -3.2% | -6.0% | -8.8% |
| YTD | +7.1% | +18.6% | -11.5% | +3.1% |
| 1Y | -9.1% | +4.8% | -13.9% | -10.3% |
| 3Y | +105.3% | +6.1% | +99.2% | +101.1% |
| 5Y | +66.8% | +24.0% | +42.8% | +57.4% |
| 10Y | +66.8% | +124.5% | -57.7% | +38.0% |
| All | +1,872.1% | +10,220.8% | -8,348.7% | +855.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling