+15.1%
TEAM vs CHD
+30.9%
-15.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | 0.0% |
| 7D | -13.7% | +6.9% | -20.7% | -12.3% |
| 30D | -3.4% | +17.1% | -20.6% | -0.3% |
| 3M | +72.1% | +9.1% | +63.0% | +74.9% |
| 6M | +103.8% | +21.4% | +82.5% | +118.2% |
| YTD | +17.1% | +34.9% | -17.8% | +26.6% |
| 1Y | +15.1% | +31.0% | -16.0% | +24.8% |
| All | +15.1% | +30.9% | -15.9% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling