-65.5%
TEAM vs CHD
+31.9%
-97.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -19.7% | 0.0% | -19.7% | -19.7% |
| 30D | -26.6% | +12.2% | -38.8% | -27.9% |
| 3M | -1.1% | +9.3% | -10.4% | -2.4% |
| 6M | +74.6% | +24.3% | +50.3% | +69.7% |
| YTD | -6.0% | +34.9% | -40.8% | -11.3% |
| 1Y | -3.2% | +32.7% | -35.9% | -8.4% |
| 3Y | -13.5% | +29.4% | -43.0% | -19.6% |
| 5Y | -65.5% | +31.7% | -97.2% | -69.1% |
| All | -65.5% | +31.9% | -97.4% | -69.1% |
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