-53.1%
TEAM vs CHD
+19.3%
-72.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -4.7% | -4.2% | -0.5% | -4.0% |
| 30D | +17.0% | -7.6% | +24.6% | +18.5% |
| 3M | +85.9% | -1.6% | +87.5% | +86.6% |
| 6M | +116.7% | -6.3% | +123.0% | +119.2% |
| YTD | +9.6% | +14.6% | -5.0% | +5.8% |
| 1Y | -2.5% | +1.6% | -4.1% | -3.4% |
| 3Y | -14.0% | +3.1% | -17.1% | -16.7% |
| 5Y | -53.1% | +21.1% | -74.2% | -60.5% |
| All | -53.1% | +19.3% | -72.4% | -60.5% |
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