+614.2%
TEAM vs CHD
+199.6%
+414.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.4% | +3.4% | -5.8% | -2.9% |
| 30D | -26.7% | +10.1% | -36.8% | -27.8% |
| 3M | -9.6% | +11.9% | -21.5% | -11.3% |
| 6M | +86.0% | +19.6% | +66.5% | +81.1% |
| YTD | -7.5% | +36.0% | -43.5% | -12.6% |
| 1Y | -1.4% | +34.8% | -36.1% | -6.7% |
| 3Y | -14.3% | +28.8% | -43.1% | -19.0% |
| 5Y | -66.3% | +33.0% | -99.3% | -68.8% |
| 10Y | +445.6% | +194.2% | +251.4% | +377.8% |
| All | +614.2% | +199.6% | +414.7% | +515.6% |
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