+625.9%
TEAM vs CHD
+197.0%
+428.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.0% |
| 3M | -1.1% | +9.3% | -10.4% | -2.5% |
| 6M | +74.6% | +24.3% | +50.3% | +69.0% |
| YTD | -6.0% | +34.9% | -40.8% | -11.0% |
| 1Y | -3.2% | +32.7% | -35.9% | -8.2% |
| 3Y | -13.5% | +29.4% | -43.0% | -18.3% |
| 5Y | -65.5% | +31.7% | -97.2% | -67.9% |
| 10Y | +454.5% | +191.7% | +262.9% | +386.3% |
| All | +625.9% | +197.0% | +428.9% | +526.5% |
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 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